Client Management Advisory Notice
From | Client Management
Subject | Currency And Cross Rate Codes And Trade Register File Updates - For Upcoming Launch On Thursday, May 16, 2002.
Effective Date | 05/09/02
Notice Number | NP#0179
With the upcoming launch of new currency cross-rate contracts on May 16, 2002, the list of currencies in which CME products are denominated will expand significantly. Likewise, we have updated the Trade Register File layout to reflect these new settlement currency values. See the detailed currency and its corresponding codes on both the chart and on the linked Trade Register layout listed below. Currency Codes In addition to the three-character international standard symbol for the currency, the table provides the one-byte value for the currency, which is used in the Trade Register file and in the SPAN file. In the Trade Register file, the settlement currency code is located in position 64 of the Position Detail Record. In the unpacked-format and packed-format SPAN files, the settlement currency is located in position 77 of the type "2" record, and the performance bond currency is located in position 66 of that record.
International-Standard (ISO) Currency Code | One-Byte Currency Code used in the Trade Register file | Currency Name
AUD | A | Australian Dollar
CAD | C | Canadian Dollar
CHF | S | Swiss Franc
EUR | U | Euro
GBP | L | British Pound
JPY | Y | Japanese Yen
NOK | N | Norwegian Krone
NZD | Z | New Zealand Dollar
SEK | K | Swedish Krona
USD | $ | U.S. Dollar
Trade Register File Updates The Variation Indicator fields have been renamed to Settlement Currency Codes. In the Position Detail record in position 64 and the Matched/Unmatched Record in position 120, the complete list of Settlement codes are given. Click here to view the updated New Trade Register File Record Layout on the CME Web site: http://www.cme.com/files/TradeRegFile.May2002.pdf To view the contract specifications on cross-rate currencies, please visit the CME Web site at www.cme.com. If you have any questions about the SPAN file, you can contact Ed Gogol, Clearing House Department at (312) 648-3674. In regard to the trade register file you can call Stacey Jurek at (312) 338 2088 or Karen McCoy at (312) 930-4524. Thank you.