Page 1 of 1

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

Posted: Wed Sep 07, 2011 3:49 pm
by sluggo
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