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The Chicago Board of Trade will launch trading in Bund, Bobl and Schatz German interest-rate futures on Friday April 23rd.
PC-SPAN Organization Master file parameters are as follows.
For all three contracts: Clearing Organization=CME; Exchange=CBT; Product Type=Future; Settlement Currency=EUR; Contract Value Factor=1,000; Settlement Method=CASH; Price Quotation Method=PCT; Valuation Method=FUT; Settlement Price Decimal Locator=3.
The product codes are: BU for the Bund, BL for the Bobl, and BS for the Schatz.
A sample SPAN file with the Bund, Bobl and Schatz contracts is now available, at: ftp.cme.com/pub/span/data/ccl/test/ccl.bund.20040407.s.pa2.
As always, you can manually add records for these contracts to the PC-SPAN Organization Master file by selecting Organization Master from the Tools menu in PC-SPAN. Or, you can download the updated Organization Master file at ftp.cme.com/pub/span/util/orgmast.exe, execute it to extract the file orgmast.mst and copy this file to your PC-SPAN master file directory, typically c:\span4\master. We added these products to the Orgmast file about a month ago, so if you have picked up the file since then, you may already
have them defined.
Also, the CME-CBOT Common Clearing LInk ("ccl") SPAN file is now published only in the "expanded" ("pa2") format, and this
format contains the type "P" records which will automatically update your Orgmast file. That means that there is now a third
alternative for updating your Orgmast file. Simply pick up the CCL SPAN file on April 23rd, load it into PC-SPAN, and click
on OK when prompted to save the Orgmast changes.
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