Effective Sunday, January 24, 2010, the Symbol (FIX tag 55) for FX options will be consolidated. These instruments, including the consolidated tag 55 values, will be available in New Release for Quote Vendor testing on Monday, December 21, 2009.
Product |
tag 1151-SecurityGroup |
tag 55-Symbol |
NEW tag 55-Symbol |
EUR/GBP European-style Weekly options |
XB# |
1P |
XB |
CAD/USD options |
6C |
OV |
XD |
CAD/USD European-style Weekly Options |
XD# |
1D |
XD |
RMB/USD Weekly Options |
RB# |
1R |
0R |
RMB/EUR Options |
RME |
2R |
0R |
RMB/EUR Weekly Options |
RE# |
3R |
0R |
RMB/JPY Options |
RMY |
4R |
0R |
RMB/JPY Weekly Options |
RN# |
5R |
0R |
EUR/CHF Options |
RF |
RZ |
X8 |
EUR/GBP Options |
RP |
OP |
X8 |
PLN/EUR Options |
EPL |
RC |
X8 |
ILS/USD Weekly Options |
IS# |
I1 |
I0 |
JPY/USD Options |
6J |
OJ |
XJ |
JPY/USD European-style Weekly Options |
#O |
1O |
XJ |
KRW/USD Weekly Options |
KR# |
1K |
0K |
CHF/USD Options |
6S |
OF |
XS |
CHF/USD European-style Weekly Options |
XS# |
0G |
XS |
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.