• FX Options tag 55-Symbol Consolidation - Effective January 24,2010

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-278
      • Notice Date
      • 11 December 2009
      • Effective Date
      • 24 January 2010
    • 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.