New contract size & new symbol, FINEX/ICE currency cross

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sluggo
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New contract size & new symbol, FINEX/ICE currency cross

Post by sluggo » Wed Sep 07, 2011 3:49 pm

At least three of the FINEX/ICE currency cross rate futures are changing their Big Point Value with the rollover from Sept11 into Dec11. (There may be more, these are the ones I've discovered so far).

A very useful resource is found at the exchange's website: https://www.theice.com/marketdata/repor ... nter.shtml I like the report you get with the settings shown in Figure 1.

As an example, the old "GB" currency cross rate futures with BPV = 100K Euros, does not have a quote for the Dec11 contract. However the new "KGB" contract DOES have a quote. See Figure 2.

Here's a little table

Code: Select all

  OLD      OLD        NEW      NEW
CSIsym   ICEsym     CSIsym   ICEsym
------------------------------------
  EJ       EJ         EUY      KEJ
  GB       GB         EUP      KGB
  RZ       RZ         EUF      KRZ

The OLD contract size was 100,000 Euros

The NEW contract size is 125,000 Euros
Attachments
Figure2.png
Figure 2
Figure2.png (27.33 KiB) Viewed 1947 times
handy_report.png
Figure 1
handy_report.png (38.98 KiB) Viewed 1946 times

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