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Currency Codes Recognized

The SPAN risk parameter file allows the specification of the performance bond currency for each combined commodity and the settlement currency for each product contained in each combined commodity. The performance bond currency is the currency in which the SPAN performance bond requirement for a combined commodity will be denominated. The settlement currency is the currency in which prices are quoted for a particular product, which will typically be the currency in which futures-style settlement variation (mark-to-market) or premium-style option premium amounts are paid or collected. When SPAN was first introduced in 1988, usage of 3-byte ISO (International Standards Organization) codes for specifying currencies was not widespread. The standard SPAN file layout therefore used a one-byte code for identifying currencies. In the new, expanded SPAN file layout, the three-byte ISO codes are used. The following table gives currencies with both their one-byte and three-byte ISO codes.

 

3-byte ISO code1-byte codeCurrency
AUDAAustralian Dollar
GBPLBritish Pound
CADCCanadian Dollar
EUREEuro
FRFFFrench Franc
DEMDGerman Deutschemark
HKDHHong Kong Dollar
HUFUHungarian Forint
ITLIItalian Lira
JPYYJapanese Yen
MXNPMexican Peso
NZDZNew Zealand Dollar
NOKNNorwegian Kroner
SGDGSingaporean Dollar
ESPTSpanish Peseta
ZARRSouth African Rand
SEKKSwedish Kroner
CHFSSwiss Franc
USD$US Dollar