CME STP FIXML - Quantity Calculations

CME STP calculates Quantity using variables specific to the given product (for example, MMBTu for Natural Gas) and sends this value in trade reporting messages. The table below shows quantity calculation examples for CME STP supported product types.

Product	Instrument	Quantity Entered in CME ClearPort	TrdgQty in STP	Original Unit of Measure selected in Clearport	OrigTmUnit in STP	Mult	MMY Month	Days Billable in Month	Qty or LastQty (Contracts per Leg or Outright)

Product	Instrument	Quantity Entered in CME ClearPort	TrdgQty in STP	Original Unit of Measure selected in Clearport	OrigTmUnit in STP	Mult	MMY Month	Days Billable in Month	Qty or LastQty (Contracts per Leg or Outright)
Natural Gas	NN	65,000	65,000	MMBtu/calendar day	D	2500	September	30	Qty = (TrdgQty/Mult)Number of Days in Month 780 = (65,000/2,500)30
Natural Gas	NN	65,000	65,000	MMBtu/month	Mo	2500	October	31	Qty = (TrdgQty/Mult) 26 = 65,000/2500
Power	KA	125	125			400	December	22 See NERC (North American Electric Reliability Corporation) Holiday Schedule	Total MwH for Month= TrdgQtyHours per DayNumber of Billable Days in Month 44,000 = 1251622 Qty = Total MwH for Month/ Mult 110 = 44,000/400
Crude Oil	AO (WTI Average Price Option Combo)	1,000	1,000,000	Contracts/Month	Mo	1,000	September		1,000
Crude Oil	AO (WTI Average Price Option Combo)	31,000	31,000	Barrels/Month	Mo	1,000	October		Qty = Total Barrels for Month/ Mult 31 = 31,000/1,000
Crude Oil	AO (WTI Average Price Option Combo)	1,000	1,000	Barrels/calendar day	D	1,000	December	31	Total Barrels for Month=TrdgQty * Number of Days in Month Qty = Total Barrels for Month/ Mult 31=31,000/1,000
Grains	BSW	5,440	N/A	Metric tons/ Month	N/A	136	December		Qty = Total Tons for Month/ Mult 40 =5,440/136
Grains	BSW	5,440	N/A	Contracts/ Month	N/A	136	December		5,440
Financial	ED	4,000	N/A	Contracts/ Month	N/A	2,500	September		4,000
Financial	ED	50,000,000,000	N/A	USD/Month	N/A	2500	September		See also: Three-Month SOFR Futures - Contract Specs