V Futures Contract Data

Transcription

1 V. 1.1 Futures Contract Data

2 Helping the global financial community make informed decisions through the provision of fast, accurate, timely and affordable reference data services With more than 20 years of experience, we offer comprehensive and complete securities reference data for equities and fixed income instruments around the globe. Our customers can rely on our successful track record to efficiently deliver high quality data sets including: Worldwide Corporate Actions Worldwide Fixed Income Security Reference File Worldwide End-of-Day Prices Exchange Data International has recently expanded its data coverage to include economic data. Currently it has three products: African Economic Data Economic Indicator Service (EIS) Global Economic Data Our professional sales, support and data/research teams deliver the lowest cost of ownership whilst at the same time being the most responsive to client requests. As a result of our on-going commitment to providing cost effective and innovative data solutions, whilst at the same time ensuring the highest standards, we have been awarded the internationally recognized symbol of quality ISO Headquartered in United Kingdom, we have staff in Canada, India, Morocco, South Africa and United States. 2

3 Contents Futures Contract Specifications...5 List of Exchanges...5 Fields Per Exchange...7 ASEX ATHENS EXCHANGE S.A. DERIVATIVES MARKET...7 BMEX MEFF POWER DERIVATIVES...7 BMFX SIBIU MONETARY- FINANCIAL AND COMMODITIES EXCHANGE...7 CCFX CHINA FINANCIAL FUTURES EXCHANGE...8 DGCX DUBAI GOLD & COMMODITIES EXCHANGE DMCC...8 DIFX NASDAQ DUBAI...9 DUMX DUBAI MERCANTILE EXCHANGE...9 ERIS EXCHANGE...9 HUPX HUNGARIAN POWER EXCHANGE...10 IEPA INTERCONTINENTAL EXCHANGE...10 IFCA ICE FUTURES CANADA...10 IFED ICE FUTURES U.S. ENERGY DIVISION...11 IFEU ICE FUTURES EUROPE...11 IFLL ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION...11 IFLX ICE Futures Europe - Agricultural Products Division...12 IFSG ICE FUTURES SINGAPORE...12 IFUS ICE FUTURES U.S IMEX IRAN MERCANTILE EXCHANGE...13 MFOX EURONEXT - MERCADO DE FUTUROS E OPÇÕES...13 NCEL PAKISTAN MERCANTILE EXCHANGE...13 NDEX ICE ENDEX DERIVATIVES B.V NMCE NATIONAL MULTI-COMMODITY EXCHANGE OF INDIA...14 NODX NODAL EXCHANGE...15 NXFX NEW ZEALAND FUTURES AND OPTIONS...15 OMIP OPERADOR DE MERCADO IBERICO DE ENERGIA PORTUGAL...16 PXIL POWER EXCHANGE INDIA LTD ROFX ROSARIO FUTURE EXCHANGE...16 RTSX MOSCOW EXCHANGE-DERIVATIVES AND CLASSICA MARKET...16 TFEX THAILAND FUTURES EXCHANGE...17 XAMS EURONEXT - EURONEXT AMSTERDAM...17 XASX Australian Stock Exchange...17 XBBJ JAKARTA FUTURES EXCHANGE (BURSA BERJANGKA JAKARTA)...18 XBOM BSE LTD...18 XBRD EURONEXT - EURONEXT BRUSSELS DERIVATIVES...18 XBUD BUDAPEST STOCK EXCHANGE...19 XCBO CBOE FUTURES EXCHANGE...19 XCME CHICAGO MERCANTILE EXCHANGE...19 XDCE DALIAN COMMODITY EXCHANGE...20 XEEE EUROPEAN ENERGY EXCHANGE...20 XELX ELX...20 XEMD MERCADO MEXICANO DE DERIVADOS...20 XEUR EUREX...21 XHKF HONG KONG FUTURES EXCHANGE LTD XIST BORSA ISTANBUL - FUTURES AND OPTIONS MARKET...22 XJPX JAPANESE EXCHANGE GROUP...22 XJSE JSE EQUITY DERIVATIVES MARKET...22 XKAC KANSAI COMMODITIES EXCHANGE...23 XKLS BURSA MALAYSIA...23 XKRX KOREA EXCHANGE (FUTURES MARKET)...23 XLME LONDON METAL EXCHANGE

4 XLON LONDON STOCK EXCHANGE DERIVATIVES...24 XMAB MERCADO ABIERTO ELECTRONICO S.A XMGE MINNEAPOLIS GRAIN EXCHANGE...25 XMIL BORSA ITALIANA SECURITISED DERIVATIVES MARKET...25 XMOD THE MONTREAL EXCHANGE / BOURSE DE MONTREAL...25 XNAS NASDAQ - ALL MARKETS...26 XNCD NATIONAL COMMODITY & DERIVATIVES EXCHANGE LTD...26 XNHF Hanoi Stock Exchange...26 XNSE NATIONAL STOCK EXCHANGE OF INDIA...27 XOCH ONECHICAGO, LLC...27 XOSL OSLO BORS ASA...27 XPAR EURONEXT - EURONEXT PARIS...28 XPOW POWERNEXT...28 XPXE POWER EXCHANGE CENTRAL EUROPE...28 XSES SINGAPORE EXCHANGE...28 XSGE SHANGHAI FUTURES EXCHANGE...29 XTAF TAIWAN FUTURES EXCHANGE...29 XTFF TOKYO FINANCIAL EXCHANGE...29 XTKT TOKYO COMMODITY EXCHANGE...30 XWAR WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/COMMODITY DERIVATIVES...30 XWBO WIENER BOERSE AG, CEGH GAS EXCHANGE...30 XZCE ZHENGZHOU COMMODITY EXCHANGE

5 Futures Contract Specifications EDI provides coverage for all core contract specifications (as defined by each market) for the markets in the table below. The fields available for each market are detailed on the following pages. EDI provides a daily file by market, as well as a daily notification of upcoming changes as published by the exchange. The notification file contains the MIC, the effective date, and the text of the notification. Any required changes will be applied to the specifications on the effective date ensuring you always have access to up to date specifications. List of Exchanges MIC Code Exchange Country ROFX Rosario Future Exchange Argentina XMAB Mercado Abierto Electronico S.A. Argentina XASX ASX - All Markets Australia XWBO Wiener Boerse AG, Cegh Gas Exchange Austria XBRD Euronext - Euronext Brussels - Derivatives Belgium IFCA ICE Futures Canada Canada XMOD The Montreal Exchange / Bourse De Montreal Canada CCFX China Financial Futures Exchange China XDCE Dalian Commodity Exchange China XSGE Shanghai Futures Exchange China XZCE Zhengzhou Commodity Exchange China XPXE Power Exchange Central Europe Czech Republic XPAR Euronext - Euronext Paris France XPOW Powernext France XEEE European Energy Exchange Germany XEUR Eurex Germany ASEX Athens Exchange S.A. Derivatives Market Greece XHKF Hong Kong Futures Exchange Ltd. Hong Kong HUPX Hungarian Power Exchange Hungary XBUD Budapest Stock Exchange Hungary NMCE National Multi-Commodity Exchange of India India PXIL Power Exchange India Ltd. India XBOM BSE Ltd India XNCD National Commodity & Derivatives Exchange Ltd India XNSE National Stock Exchange of India India XBBJ Jakarta Futures Exchange (Bursa Berjangka Jakarta) Indonesia IMEX Iran Mercantile Exchange Iran XMIL Borsa Italiana Securitised Derivatives Market Italy XJPX Japanese Exchange Group Japan XKAC Kansai Commodities Exchange Japan XTFF Tokyo Financial Exchange Japan XTKT Tokyo Commodity Exchange Japan XKRX Korea Exchange (Futures Market) Korea, Republic Of XKLS Bursa Malaysia Malaysia 5

6 MIC Code Exchange Country XEMD Mercado Mexicano De Derivados Mexico NXFX New Zealand Futures and Options New Zealand XOSL Oslo Bors Asa Norway NCEL Pakistan Mercantile Exchange Pakistan XWAR Warsaw Stock Exchange/Commodities/Polish Power Exchange/Commodity Derivatives Poland MFOX Euronext - Mercado De Futuros E Opções Portugal OMIP Operador de Mercado Ibérico de Energia - Portugal Portugal BMFX Sibiu Monetary- Financial and Commodities Exchange Romania RTSX Moscow Exchange-Derivatives and Classica Market Russia IFSG ICE Futures Singapore Singapore XSES Singapore Exchange Singapore XJSE JSE Equity Derivatives Market South Africa BMEX MEFF Power Derivatives Spain XTAF Taiwan Futures Exchange Taiwan TFEX Thailand Futures Exchange Thailand NDEX ICE ENDEX Derivatives B.V. The Netherlands XAMS Euronext - Euronext Amsterdam The Netherlands XIST Borsa Istanbul - Futures and Options Market Turkey DGCX Dubai Gold & Commodities Exchange DMCC United Arab Emirates DIFX NASDAQ Dubai United Arab Emirates DUMX Dubai Mercantile Exchange United Arab Emirates IFEU ICE Futures Europe United Kingdom IFLL ICE Futures Europe - Financial Products Division United Kingdom XLME London Metal Exchange United Kingdom XLON London Stock Exchange Derivatives United Kingdom ERIS ERIS Exchange United States of America IEPA Intercontinental Exchange United States of America IFED ICE Futures U.S. Energy Division United States of America IFUS ICE Futures U.S. United States of America NODX Nodal Exchange United States of America XCBO CBOE Futures Exchange United States of America XCME Chicago Mercantile Exchange United States of America XELX ELX United States of America XMGE Minneapolis Grain Exchange United States of America XNAS Nasdaq - All Markets United States of America XOCH Onechicago, LLC United States of America XNHF Hanoi Stock Exchange Vietnam 6

7 Fields Per Exchange ASEX ATHENS EXCHANGE S.A. DERIVATIVES MARKET Underlying Ticker Underlying ISIN Block Trades Contract Price Corporate Actions Expiry Cycle Expiry Date Settlement Type Trading Code BMEX MEFF POWER DERIVATIVES Auction Period Contract Face Value Contract Settlement Date Daily Settlement of Gains and Losses Daily Settlement of Variation Margin Daily Settlement Price Expiration Date Expirations Future Price Quotation Margins Maturities Maximum Price Fluctuation Minimum price fluctuation Multiplier Price Quotation Profit and Loss Daily Settlement Quotation method Reference price Settlement at Expiration Settlement of Commissions Settlement Price at Expiration BMFX SIBIU MONETARY- FINANCIAL AND COMMODITIES EXCHANGE Contract Symbol Contract's Size Extended Maximum Variation First Trading Day Method of determining the daily settlement price for the daily mark to market procedure Method of determining the Final Settlement Price in case the financial instrument is withdrawn from trading Method of Determining the Liquidation Price at The Settlement Date Method of Executing the Open Interest at The Settlement Date Minimum Number of Series and The Characteristics of a Series Months of initiation No RNSC Registration Certificate Quotation Price Settlement Date Standard Maximum Variation The Daily Mark to Market Procedure Trading Schedule 7

8 CCFX CHINA FINANCIAL FUTURES EXCHANGE Contract Multiplier Deliverable Bond Delivery Day Limit Up Down Margin Requirement Quotation Settlement Method on Last day DGCX DUBAI GOLD & COMMODITIES EXCHANGE DMCC 21CFR 177 Approved Brands Approved CMI Assayers Approved Refiners Approved Vaults Automatic Rollover Mechanism Calendar Spread Margin Daily Price Movement Limit Daily Settlement Price Daily Variation Margin Deliverable Quality Delivery Day Delivery Fee Delivery Instrument Delivery Limits Delivery Logic Delivery Margin Delivery Method Instrument Location Delivery Notice Delivery Notices Delivery Period Day Delivery Process Delivery Tolerance Delivery Type Minimum Delivery Unit Delivery Unit Documents EFP EFP EFS Block Trades EU Directive Extra Margin Final Cash Settlement Price basis Final VM payment First Notice Day Indicative VM Initial Margin based on SPAN ISO 1133 ISO 527 Last Day of Trading Last Notice Day Max Order Size Maximum Open Position Limit Minimum Delivery Size New Contract Listing Notice Day Notional Contract Value Option for Cash Settlement Packaging Pay-In of Funds Delivery in of Gold Polymer Age Delivery Time Position Limits Price Basis Price Limit Price Quote Production Batches Quality Specification Quality Specs Rollover Fee per lot Settlement Settlement Basis Settlement Currency Settlement Day Spot rate Spread Position Margin Test Method Tick Value Time Limit for EFP EFS Block Trade Registration Trading Currency 8

9 Trading Months Vault Charges Wholesale Trades DIFX NASDAQ DUBAI Underlying Ticker Contract Expiry Currency Daily price limits Expiration Settlement Price Day Maturity Day Listing of New Contract Month Settlement Type DUMX DUBAI MERCANTILE EXCHANGE Daily Settlement Delivery Fees Floating Price Governing Law Maximum Price Fluctuation Price Quotation Rulebook Chapter Settlement Type Trading Months Trading Symbol on GLOBEX Trading Unit ERIS EXCHANGE Block Trades Cash Flow Alignment Date Contract Description Contract Short Name Daily Settlement Price Effective Dates Exchange of Derivatives for Related Positions First Libor Fixing Date Fixed rate Floating Rate Index Floating Rate Index First Period Last Trading day Listed Spreads Maturity Date Other LIBOR Fixing Dates Quoting Convention Quoting Convention Off Market Swap Futures Quoting Convention Par Swap Futures Remaining Tenor Reset Dates Swap Futures Leg Conventions Ticker Symbol Convention Trading Conventions Trading Period Type Underlying Swap Tenor Underlying Tenor 9

10 HUPX HUNGARIAN POWER EXCHANGE Delivery Minimum Contract Size Order Categories Publication Quotation Settlement Special Cases IEPA INTERCONTINENTAL EXCHANGE Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value IFCA ICE FUTURES CANADA Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value 10

11 IFED ICE FUTURES U.S. ENERGY DIVISION Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value IFEU ICE FUTURES EUROPE Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value IFLL ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value 11

12 IFLX ICE Futures Europe - Agricultural Products Division Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value IFSG ICE FUTURES SINGAPORE Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value IFUS ICE FUTURES U.S. Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value 12

13 IMEX IRAN MERCANTILE EXCHANGE Contract size Contract Ticker Daily price limit Delivery & final settlement fee Delivery date Delivery intension notice date Delivery vault Initial margin Maintenance margin Miscellaneous Penalties Position limit Price unit Standard Tick size Trading duration Trading fee Trading hour Volume Limit Per Order MFOX EURONEXT - MERCADO DE FUTUROS E OPÇÕES Underlying ISIN Algorithm Clearing Delivery Months EDSP Expiry Months Link to Full contract spec Location Quotation Settlement Settlement Day Trading Platform Unit of Trading Wholesale Service NCEL PAKISTAN MERCANTILE EXCHANGE Additional Margin Add-on Spot Month Margin Applicable Discount Arbitration Charges Costs related to Physical Gold Collection of Gold Contract Deliverable Grade Quality Contract Period Cost of certification weighing storage and delivery etc Daily Price Fluctuation Daily Settlement Daily Settlement Price Days Traded In Default Penalties Deliverable Grade Quality Class "Delivery against 3- Month KIBOR Futures Contract" Delivery Allocation Delivery Centers Delivery Logic Delivery Margin Delivery Mode Delivery Period Delivery Months Delivery Period Delivery Procedures 13

14 Delivery Unit Depositing Fresh Inventory Depositing Physical Gold Endorsement of Delivery Order Exchange Approved Vault Freight, Taxes & Duties etc Further Regulations Grade Premium Discount Holiday Convention Initial Margin Initial Margin for Buyers Initial Margin for Sellers Maintenance Margin for Buyers Margin Requirement Milling Process Varieties included Months traded in No of active Contracts Notice of Delivery Notice Period Opening Date Opening of Contract Other Deliverable Grade Packaging Pay-in and Pay-out of Funds for Final Settlement PEMEX Approved Analyzer Physical Withdrawal Unit Position Limits Pre-Trade Check Price Adjustment Price Limit Price Quotation Quality Certification Quality Premium Discount Quality Specifications Quantity Variation Settlement Mode Settlement of Delivery Outside the Exchange Special Margin Spread Contracts Spread Discounts Tick Value Trading Sessions Trading System Unit of Trading Weeks Traded in NDEX ICE ENDEX DERIVATIVES B.V. Block Trades Clearing Venue Description EFPS EFSS EFRP Enabled Logical Code Minimum Trading Size Physical Code Price quotation Quotation Currency Settlement Price Settlement Time Tick Value NMCE NATIONAL MULTI-COMMODITY EXCHANGE OF INDIA Additional Delivery Center Additional Special Margin 14

15 Assayer Basis Deliverable Lot Size Delivery Centers Delivery from Sellers Warehouse Delivery Logic Delivery Period Margin Delivery Period Tender Period Delivery Settlement Delivery Specification Delivery Unit Due Date Due Date Rate Extreme Loss Margin Initial Margin Marking on the bag Maximum Order Size No of active contracts No of delivery contracts Opening of Contracts Packing Position Limit Price Band Daily Price Fluctuation Quality Allowance Quality Specification "Quality Specification BIS" Quality Specification Quality Quantity variation Quotation Base Value Series Code Shelf Life Special margins Spread Margin Benefit Tolerance in weight loss for outbound deliveries Tolerance limits for Outbound deliveries Trading System Unit of Trading NODX NODAL EXCHANGE Contract Description Contract Series Currency Daily Settlement Price Date First Trading Day Fixed price Hours of Trading Lot Size Margin Unit Minimum Tick Position Limit Unit of Trading NXFX NEW ZEALAND FUTURES AND OPTIONS Cash Settlement Price Clearing House Common trading Facilities Common Trading Facilities Minimum Volume Thresholds Contract months Cross Transactions Minimum Time Period s Exchange Rule Minimum Price Movement Position Limits Price Basis Unit of Trading 15

16 OMIP OPERADOR DE MERCADO IBERICO DE ENERGIA PORTUGAL Cascading Cash Payments Contract Maturities Delivery Exchange Trading External Index Load Shape Max Maturity PL in trading period Registration Tick Volume VAT PXIL POWER EXCHANGE INDIA LTD. Auction Timings Delivery Point Minimum Bid Volume Minimum Value Quotation Step Minimum Volume Quotation Step No of Contract per day Settlement Prices Trading Methodology Transmission Charges Transmission Losses ROFX ROSARIO FUTURE EXCHANGE Expiration and Last Trading Day Fees Guarantee Margins Maximum Price Fluctuation Quotation Settlement Ticker Trading Currency Underlying Asset RTSX MOSCOW EXCHANGE-DERIVATIVES AND CLASSICA MARKET Underlying Ticker Quotation Settlement Day Settlement Procedure Settlement Style 16

17 TFEX THAILAND FUTURES EXCHANGE Contract name Brokerage Commission Contract Multiplier Delivery Method Delivery Size Exchange Fee Minimum Tick Size Position Limit Price Limit Price Quotation Settlement Method Settlement Month Speculative Position Limit Ticker Symbol XAMS EURONEXT - EURONEXT AMSTERDAM Underlying description Underlying ISIN Wholesale Trading Facilities Age profile Algorithm Certification Clearing Contract Standard Delivery Limits Delivery Months Delivery Period Euronext Derivatives Market Expiry Months Full Contract Specifications Last Update Legal Delivery Expiry Month Notice day Tender day Origins Tenderable Packaging Price Basis Quality Quotation Settlement Settlement Day Storage Trading Platform Wholesale Service XASX Australian Stock Exchange Approved Warehouses and Delivery Locations Cash Settlement Day Cash Settlement Price Cash Settlement Process Cash Settlement Value Clearing Commodity Code Contract unit Declaration Date Deliverable Grade Delivery Condition Delivery Period Expiry Months Leg Price Allocation Listing Date Listing Schedule 17

18 Mandatory Settlement Day Mandatory Settlement Price Minimum no of parties Notice Day Physical Grade Premium Quotes Premiums and Discounts Price Quotation Pricing Point Quotation tick size Quotation time and requirements Settlement Amount Settlement Day Settlement Method Settlement Months Settlement Price Time for obtaining quotes Time of announcement Underlying Futures months Underlying Securities XBBJ JAKARTA FUTURES EXCHANGE (BURSA BERJANGKA JAKARTA) Deliverable Unit Delivery Months Delivery Notice Period Delivery Points Exchange Futures for Physical Price Quotation Quality Reportable Positions Settlement Price Speculative Position Limit XBOM BSE LTD Content Period Contract Multiplier Last Trading Expiration Day Market Lot Underlying Asset Code Underlying Security Code XBRD EURONEXT - EURONEXT BRUSSELS DERIVATIVES Underlying ISIN Algorithm Clearing Delivery Months EDSP Expiry Months Link to Full contract spec Location Quotation Settlement Settlement Day 18

19 Trading Platform Unit of Trading Wholesale Service XBUD BUDAPEST STOCK EXCHANGE Boards Currency Daily Maximum Price Change Expiration Date ISIN Price Interval Price Method Price Setting Value of Price Interval XCBO CBOE FUTURES EXCHANGE Block Trades Contract Expirations Contract Multiplier Crossing Delivery Exchange of Contract for Related Position Transactions Date Value Listing Date Margin Requirements Market Disruption Events Minimum Increments Minimum Price Intervals Dollar Value per Tick Minimum Quote and Order Sizes No Bust Range Position Accountability Position Limits Pre-Execution Discussions Pricing Conventions Reportable Contracts Stub Trading Termination of Trading Ticker Symbols Trade at Settlement Transactions Trading Platform XCME CHICAGO MERCANTILE EXCHANGE Comments Contract Unit Delivery Period Delivery Procedure Exchange Rulebook Floating Price Grade and Quality Last Delivery Date Listed Contracts Off-peak Days or Hours Definition Position Limits Price Quotation Reportable Positions Settlement Procedures Settlement Style Termination of trading Trade at Marker or Trade At Settlement Rules Vendor Codes 19

20 XDCE DALIAN COMMODITY EXCHANGE Deliverable Grades Delivery Form Delivery Location Last Delivery Day Minimum Trading Margin Price Quote Trading Fee Trading Unit XEEE EUROPEAN ENERGY EXCHANGE Bloomberg Code Contract Volume Delivery Time Minimum Lot Size XELX ELX Accountability Level Block Trade Minimum Delivery method No Bust Range Price Quote Quarterly Contract Months Reportable Level Serial Contract Months Ticker Symbol XEMD MERCADO MEXICANO DE DERIVADOS Delivery Months Last day of trading and maturity date Minimum price fluctuation Settlement Settlement day Trading Symbol Unit quoted 20

21 XEUR EUREX Accrued Distributions and Accrued Funding (index points) AG Block Trading Contract months/years Contract Multiplier Contract Specifications Contract value Currency Daily settlement price Delivery Day Day Notification Notional Value Post Trading Begins (Full) Post trading begins (restricted) Pre-trading opens Price Quotation Price quotation currency Product ISIN Settlement Tender price Tenors Trade Types Trading Opens XHKF HONG KONG FUTURES EXCHANGE LTD. Underlying description Hong Kong Time Calendar spreads Commission Levy Commission Rate Contract Multiplier Contracted Value Currency Exchange Fee/ Transaction Costs Exercise Fee Expiry Day Day HKATS code Holiday Schedule Holiday Schedule1 Large Open Positions Levies Maximum Fluctuation Minimum Volume Threshold for Block Trading Mkt makers Number of Board Lots Official Settlement Price Position Limit Position Limit1 Pre-Market Opening Period Price Quotation Settlement Method Settlement Type Tick Value Transaction Costs 21

22 XIST BORSA ISTANBUL - FUTURES AND OPTIONS MARKET Base Price and Daily Price Limit Collateral and Margining Rules Daily Settlement Price Expiry Date Issues regarding physical settlement Margins Settlement Settlement Period XJPX JAPANESE EXCHANGE GROUP Contract unit Deliverable Grade Delivery of Bonds Method Give Up JNET Trading Margin Opening Date Position Transfer Price Limit Reporting of Large Positions Settlement Date Settlement Style Strategy Trades XJSE JSE EQUITY DERIVATIVES MARKET Underlying description Underlying Ticker Calendar Spread Daily Valuation Method Dividend ex-date mechanism Expiry Date Expiry Valuation Method Fixed Margin Initial Margin Interest Inward Listed ISIN Number Link to full Contract Specifications Margin Offset Nominal per Contract Price quotation SAFEX Clearing Fees Futures SAFEX Clearing Fees Options Series Spread Margin Settlement Style Settlement Style1 Variation Margin Volatility Scanning Range 22

23 XKAC KANSAI COMMODITIES EXCHANGE Base Commodity Commodity Weight Contract Grade and Delivery Size Delivery Day Delivery Method Delivery Months Delivery Period Delivery Points Fluctuation Index Value Launched Method of Settlement Object Contract Month Position Limits Price Quotation Public Announcement of the Index Value Public Standard Grade Standard Value Benchmark Year Transaction Months US Japanese Money Conversion XKLS BURSA MALAYSIA Contract Grade and Delivery Points Contract Unit Coupon Rate Deliverable Unit Delivery XKRX KOREA EXCHANGE (FUTURES MARKET) Contract months Daily Settlement Price Day Final settlement price First Trading Day Value Final Trading Day and Maturity Date Price Quotation Settlement Settlement Method Speculative Position Limit Strike Price Intervals Tender Period Listing Date Margin requirement Maximum order quantity Order Limit Position Limit Position Limit Individual Position Limit Others Price limit Price Quotation Quotation receiving hours and Value 23

24 XLME LONDON METAL EXCHANGE Averaging Period Cash Settlement Clearable Currencies Daily Closing Price s Day Last trading time Maturity months Position Limit Price quotation Settlement Date Settlement Price Settlement Style Settlement Style2 Trading Venues XLON LONDON STOCK EXCHANGE DERIVATIVES Underlying ISIN Clearing House Contract Lifetimes Expiration Months Currency Daily Cash Settlement Daily settlement price Deliverable Bond Standards Delivery Day Dividend Corporate Action Adjustments Exchange Delivery Settlement Price Expiration Date Expiration Settlement Listed Date Multiplier Quotation Method Settlement Style Tailor made contracts Flexible Parameters Tick Value Type of Contract XMAB MERCADO ABIERTO ELECTRONICO S.A. Closing price determination Contract size Daily MTM calculation Final settlement fixing Calculation Impact on credit lines in dollars Impact on credit lines in pesos Impact on guarantees Minimum price fluctuation Minimum trading unit Quotation Tick value Trade valuation Trading hours 24

25 XMGE MINNEAPOLIS GRAIN EXCHANGE Contract Unit Deliverable Grades Delivery Months Delivery Points First Delivery Day First Notice Day Last Delivery Day Last Notice Day Position Limits Settlement Speculative Position Limits Ticker Symbol Vomitoxin Level XMIL BORSA ITALIANA SECURITISED DERIVATIVES MARKET Block Trade Facilities Cascading Clearing and Settlement Contract months Contract size Contract Value Corporate Actions Policy Currency Daily settlement price Delivery months Expiration Date Expiration day Expiration Months Expiration Settlement Date Expiry day Final settlement price Lot Size Multiplier Quotation Settlement day Settlement Price Settlement Style Strategies Tradable expirations Value of an index point XMOD THE MONTREAL EXCHANGE / BOURSE DE MONTREAL Underlying Ticker Clearing House Contract unit Delivery Day Delivery Notice Delivery Standard Expiration Date Expiry Cycle Day Multiplier Position reporting Threshold Price Limit Price quotation Settlement Style 25

26 XNAS NASDAQ - ALL MARKETS Clearing House Daily Settlement Price Date Trading at Settlement TAS XNCD NATIONAL COMMODITY & DERIVATIVES EXCHANGE LTD Additional deliverable grade Additional Delivery Centers Additional Delivery Mechanism Additional Delivery Norms Additional Margin Also Deliverable Approval of Warehouse Basis Closing of Contract Deliverable grades Delivery Center Delivery Logic Delivery option Delivery mechanism Delivery period Delivery Specification Delivery Unit Due date Expiry date Maximum Order Size Minimum Initial Margin No. of active contracts Opening of Contracts Position Limits Premium Discount Price Limit Price band Quality Allowance Quality Specification Quantity Variation Quotation Base value Special Margin Tender Period Trading month Trading System Types of Gur Deliverable Types of Potato Deliverable Unit of trading XNHF Hanoi Stock Exchange Contract size Daily settlement price Expiry month Final settlement day Final settlement price Final trading day Listing date Margin requirement Multiplier Order limit Position limit Reference price Settlement method Tick size Trading collar Trading fee Trading method Trading time Trading unit 26

27 XNSE NATIONAL STOCK EXCHANGE OF INDIA Underlying Ticker Base Price Calendar Spread Contract Value Daily Settlement Price Extreme Loss Margin Day Initial Margin Mode of Settlement Permitted Lot Size Price Bands Price Operating Range Quantity Freeze Quotation Settlement Trading Cycle Unit of Trading XOCH ONECHICAGO, LLC Underlying Ticker Contract Multiplier Daily Settlement Price Delivery Position Limit Settlement Type Underlying FIGI Underlying Primary Exchange Underlying Sector Underlying Stock XOSL OSLO BORS ASA Exchange contract code Underlying Ticker Dividend Adjustment Expiry Date Fixing Value Listing Day Quotation Series Designation Settlement Settlement Cycle Trading Safeguards 27

28 XPAR EURONEXT - EURONEXT PARIS Underlying ISIN Algorithm Clearing Delivery Months EDSP Expiry Months Link to Full contract spec Location Quotation Settlement Settlement Day Trading Platform Unit of Trading Wholesale Service XPOW POWERNEXT Contract Units Contract Volume Delivery Delivery Hub Eligible Contracts Execution Venues Minimum Lot Size Off Order Book Interests Minimum Lot Size Order Book Price Tick in the Order Book Price Tick for Off-Order Book Interests Price Unit Total Contract Volume Volume Tick for Off Order Book Interests Volume Tick in the Order Book XPXE POWER EXCHANGE CENTRAL EUROPE Country Delivery Period PXE NAME Settlement Type Trading Currency Type Underlying XSES SINGAPORE EXCHANGE Additional Trading Facilities Delivery Period Delivery Units price Fungibility Mechanism Margins Methods of Delivery Mutual Offset Trading with CME Negotiated Large Trades Option Exercise Ports of Loading Position Limits 28

29 Price Limits Daily Price Limits Quality Specifications Quotation Settlement Basis Strike Price Intervals Tick Value Trading Halt on Last Day Underlying Index Bloomberg Ticker Underlying Index Reuters Ticker Vendor Ticker XSGE SHANGHAI FUTURES EXCHANGE Contract Series Delivery Period Delivery Venue Grade and Quality Specifications Minimum Trade Margin Minimum Warranted Delivery Size Price Quotation Settlement Type Trading hours Transaction Fee XTAF TAIWAN FUTURES EXCHANGE Abbreviation Daily Settlement Price Deliverable Bonds Delivery Delivery Day Delivery Months Day Margin Position Limit Price Quotation and Tick Size Settlement XTFF TOKYO FINANCIAL EXCHANGE Final settlement Day Price Quotation Tick size and value last day Trading Unit 29

30 XTKT TOKYO COMMODITY EXCHANGE Assignment of Exercise Bloomberg Ticker Circuit Breaker Trigger Level Contract Price and Tax Contract Term Contract Unit Customer Position Limits Date of Listing Deliverable Grades Delivery Delivery Day Delivery Day and Time Delivery Period Delivery Points Delivery Unit Exercise Period Day First Trading Day of a New Contract Month Good Delivery Immediately Executable Price Range Limitation on Exercise Listing of Strike Prices Margin/Base Amount of Initial Clearing Margin Method of Assignment Method of Delivery Quantity Tolerance on Delivery Reuters Contract Rolling Spot Futures Transaction Settlement Price Standard Strike Price Interval Theoretical spot price Trading Method Type of Crude Oil Type of Trade XWAR WARSAW STOCK EXCHANGE/COMMODITIES/POLISH POWER EXCHANGE/COMMODITY DERIVATIVES Contract Value Daily Settlement Price Daily Settlement Value Delivery Months Expiry Date Value First trading day of a new series Multiplier Quotation Settlement Date Settlement Method Unit of Trading XWBO WIENER BOERSE AG, CEGH GAS EXCHANGE Delivery Point Expiry Dates Day Minimum Price Change Minimum Trade Size Price Units Quality Settlement Single Sided Nomination 30

31 XZCE ZHENGZHOU COMMODITY EXCHANGE Deliverable Grades Delivery Type Delivery Venue Points Last Delivery Date Last Trade Date Listed Exchange Listed Time Minimum Trading Margin Pricing Unit Trading Unit 31

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