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

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Roundtable Knight
Roundtable Knight
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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: ... 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
Figure 2
Figure2.png (27.33 KiB) Viewed 2009 times
Figure 1
handy_report.png (38.98 KiB) Viewed 2008 times

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