CME STP FIX - Supported Strategy Type Codes
CME Globex Strategy Codes
Sent in tag 762-SecuritySubType.Â
Options | Futures | ||
---|---|---|---|
Value | Description | Value | Description |
BX | Box | CAL | Calendar Spread |
BO | Butterfly | FX | FX Calendar Spread |
XT | Xmas Tree | RT | Reduced Tick Calendar Spread |
CC | Conditional Curve | EQ | Equity Calendar Spread |
CO | Condor | BF | Butterfly |
DB | Double | CF | Condor |
HO | Horizontal | FS | Strip |
HS | Horizontal Straddle | IS | Intercommodity Spread |
IC | Iron Condor | PK | Pack |
12 | Ratio 1x2 | MP | Month Pack |
13 | Ratio 1x3 | PB | Pack Butterfly |
23 | Ratio 2x3 | DF | Double Butterfly |
RR | Risk Reversal | PS | Pack Spread |
SS | Straddle Strip | C1 | Crack 1:1 |
ST | Straddle | FB | Bundle |
SG | Strangle | BS | Bundle Spread |
SA | Strip | IV | Implied Treasury Intercommodity Spread |
VT | Vertical | EC | TAS Calendar Spread |
JR | Jelly Roll | SI | Commodities Intercommodity Spread |
GT | Guts | MS | BMD Futures Strip |
GN | Generic |
CME ClearPort Strategy Codes
Value | Description |
---|---|
SP | Futures Calendar Spread |
FX | OTC FX Futures/Forwards Calendar Spread |
BF | Futures Butterfly |
CF | Futures Condor |
PK | Futures Pack |
PS | Futures Pack Spread |
FB | Futures Bundle |
SA | Futures Strip |
PB | Futures Pack Butterfly |
MP | Futures Month Pack |
GN | Generic |
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