#01-08 - September 30, 2001: CBOT New Mini-DJIA Futures
The Chicago Board of Trade begin listing "mini-sized" futures on the Dow-Jones Industrial Average index on September 30, 2001. Master records for this product is now available in PC-SPAN®
#01-07 Hong Kong Futures Exchange to begin listing futures and options on 20 international stocks On October 4, 2001, the Hong Kong Futures Exchange will begin listing futures on 20 international stocks, and options on those futures. Product master records for these futures and options have been added to PC-SPAN version 4's Organization Master file, available for download at ftp.cme.com/pub/span/util/orgmast.exe , to PC-SPAN version 3.11 and 3.12's Commodity Master file, available for download at ftp.cme.com/pub/span/util/comast11.exe , and to the Commodity Master file for previous versions, available for download at ftp.cme.com/pub/span/util/comast.exe . In PC-SPAN version 4, product master records must be added separately for each futures product and for the options on that futures product. The clearing organization for all of these products is HKFE, and the exchange is HKF. All settlement price decimal locators are 2, for both the futures and the option. For all of the options, the strike decimal locator is 2 and the cabinet option value is zero. All of the futures are cash-settled, and all of the options have European-style expirations. The products do differ from each other, however, in their contract value multipliers and their settlement currency. The following products have USD as their settlement currency and 100 as their contract value factor: Code: CS
The following products have JPY as their settlement currency and have varying contract value factors:
The following products have KRW as their settlement currency and have varying contract value factors:
The following products have TWD as their settlement currency and have 1,000 as their contract value factor:
#01-06 - September 27, 2001: CBOT Mini-Futures The Chicago Board of Trade will begin listing futures on several "mini-sized" products on September 30, 2001. Master records for these products are now available in PC-SPAN version 4’s machine-readable Organization Master file at ftp.cme.com/pub/span/util/orgmast.exe, and in the equivalent master file for the old PC-SPAN version 3 at ftp.cme.com/pub/span/util/comast11.exe. Here is the data if you wish to manually add parameter’s to PC-SPAN version 4’s Organization Master:
#01-05 - July 30, 2001: EnergyClear adopts SPAN EnergyClear Corporation, an industry-sponsored over-the-counter (OTC) energy derivatives clearinghouse, has adopted SPAN. From EnergyClear's press release: "SPAN will be a critical part of EnergyClear's financial safeguards package. SPAN will help us reduce counterparty credit constraints, enhance liquidity, and foster a more dynamic marketplace," said Lee Burton, Director of EnergyClear Corporation. "EnergyClear was created to provide the netting and settlement benefits of multi-lateral clearing to the OTC energy markets, in an efficient and secure manner. SPAN is going to be invaluable for us as we realize these goals." "EnergyClear Corporation was approved on July 9 for registration as a derivatives clearing organization (DCO) by the U.S. Commodity Futures Trading Commission (CFTC). EnergyClear Corporation, which is comprised of its energy market participants, will provide participants with an active role in managing their collective counterparty risk. EnergyClear Operations Company, LLC, which will provide facilities and services for the operation of the DCO, is owned by The Bank of New York, Prebon Yamane and Amerex." For more information, please contact Mr. Neal Norrell, SVP Risk Management, EnergyClear, at 713-651-5033, or by email to nhorrell@energyclear.com. The EnergyClear website is at www.energyclear.com. #01-04 - July 3, 2001: New NYMEX Coal futures On July 12, NYMEX will launch trading in futures on Coal. In PC-SPAN version 4's Organization Master file, one record should be added, with the following parameters:
#01-03 - June 19, 2001: New Singapore Government Bond Futures On June 29, the Singapore Exchange will launch futures on Singapore Government Bonds. In PC-SPAN version 4's Organization Master file, one record should be added for the future, with the following parameters:
#01-02 - June 18, 2001: New CME S&P European index products traded at MEFF This Thursday June 21, trading will begin at MEFF, the Spanish futures & options exchange, in futures and options on the Standard & Poors Europe 350 Index, and on three S&P Europe Sector Indices — the S&P Europe Telecommunications Index, the S&P Europe Information Technology Index, and the S&P Europe Financial Index. In a unique and innovative arrangement, these products will trade at MEFF but be cleared at CME. In CME's daily SPAN risk parameter files, these products will appear just like any other CME product. All of these products will be margined and settled in EUR. In CME's daily unpacked and packed-format SPAN files, the one-byte currency code will provided as "U". The four indices are:
In PC-SPAN version 4's Organization Master file, for each index, one record should be added for the future, and one record for the option.
Also in the Organization Master file, in the Currency Master section, the one-byte currency code needs to be changed for three currencies:
If you wish, instead of manually making these changes, simply download the updated Organization Master file at ftp.cme.com/pub/span/util/orgmast.exe. These products will first be present in CME's daily SPAN files beginning today June 18, but the data is only test data and trading will not begin until Thursday June 21. #01-01 - March 16, 2001: CBOT to launch "Mortgage-Backed" futures and options On March 23, 2001, the Chicago Board of Trade will launch cash-settled futures and options on Mortgage-Backed securities. The underlying index is a basket of Freddie Mac and Fannie Mae notes. PC-SPAN parameters are as follows: PC-SPAN version 3 commodity master parameters are as follows: Exchange =CBT, Commodity=2B, Name=MORTGAGE-BACKED, Decimal Locator for Settlement Prices=3, Decimal Locator for Strike Prices=0, Futures Alignment Code=blank, Options Alignment Code=blank, Contract Value Factor=1000, Cabinet Value=1. In PC-SPAN version 4, add one record for the futures, and one for the options:
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