04/17/2008
Effective Date: Monday, April 21, 2008 (close of business)
Products: Certified Emission Reduction (CER) Option (VG)
SPAN Parameters for Certified Emission Reduction (CER) Option |
||||||
Commodity Name |
Option Trading Symbol |
Volatility Scan Range |
Volatility Weight Factor |
Extreme Move Value |
Extreme Move Coverage |
Short Option Minimum |
Certified Emission Reduction (CER) Option |
VG |
3.5 |
0 |
3 |
0.33 |
€ 25 |