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New Pricing Unit for Weather Products - Effective Sunday, September 27, 2009 - UPDATED INFORMATION
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-213
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- Notice Date
- 22 September 2009
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- Effective Date
- 27 September 2009
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Effective this Sunday, September 27, 2009, the pricing unit for six of the following European weather products will change from British Pounds (GBP) to Euros (EUR). These products have zero open interest. This same change will occur for the Amsterdam, Paris and Essen in November. This change is currently available in New Release, for all nine cities, for customer testing.
The pricing unit for every instrument listed on CME Globex is identified in the Security Definition (tag 35-MsgType=d) message in tag 15-Currency.
European Weather CAT Futures & Options - GBP to EUR
European City
Monthly Code
Starting Apr
Starting May
Starting Jun
Starting Jul
Starting Aug
Starting Sep
Amsterdam
G2
G2J
G2K
G2M
G2N
G2Q
G2U
Barcelona
G8
G8J
G8K
G8M
G8N
G8Q
G8U
Berlin
G3
G3J
G3K
G3M
G3N
G3Q
G3U
Essen
G4
G4J
G4K
G4M
G4N
G4Q
G4U
Madrid
GQ
GQJ
GQK
GQM
GQN
GQQ
GQU
Oslo
HL
HLJ
HLK
HLM
HLN
HLQ
HLU
Paris
G1
G1J
G1K
G1M
G1N
G1Q
G1U
Rome
G9
G9J
G9K
G9M
G9N
G9Q
G9U
Stockholm
G5
G5J
G5K
G5M
G5N
G5Q
G5U
European Weather Heating Futures & Options - GBP to EUR
European City
Monthly Code
Starting Oct
Starting Nov
Starting Dec
Starting Jan
Starting Feb
Starting Mar
Amsterdam
D2
D2V
D2X
D2Z
D2F
D2G
D2H
Barcelona
D8
D8V
D8X
D8Z
D8F
D8G
D8H
Berlin
D3
D3V
D3X
D3Z
D3F
D3G
D3H
Essen
D4
D4V
D4X
D4Z
D4F
D4G
D4H
Madrid
DQ
DQV
DQX
DQZ
DQF
DQG
DQH
Oslo
D6
D6V
D6X
D6Z
D6F
D6G
D6H
Paris
D1
D1V
D1X
D1Z
D1F
D1G
D1H
Rome
D9
D9V
D9X
D9Z
D9F
D9G
D9H
Stockholm
D5
D5V
D5X
D5Z
D5F
D5G
D5H
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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