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Algorithms

KCBT Product Algorithm1 Pro-Rata Minimum Volume2 Pro-Rata Maximum Volume Cap2
Hard Red Winter Wheat Futures Pro-Rata 5 50
Hard Red Winter Wheat Options Pro-Rata 5 50

1Pro-Rata with TOP Order Percentage Allocation with Minimum/Maximum (0).
Please see Matching algorithm for more information.

2Minimum volume requirements and maximum volume caps are only aplicable with a pro-rata with priority order algorithm. No levels are set for price and time algorithm.

 


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