|
|
Enron Mail |
October 27, 2000
Notice To Members #00-364 From: Melba L. Cubillos, VP Application & Development Re: COMEX to TMS/C21 Interface COMEX Trade data will be combined and integrated into the current NYMEX trade and PCS transmission files as part of the COMEX integration into the TMS/C21 systems. This document will emphasize COMEX issues related to clearing member transmissions to and from the exchange. COMEX commodity codes used in TMS/C21 systems C21 COMMODITY CODE FUTURES GC GOLD FUTURES SI SILVER FUTURES HG HIGH GRADE COPPER FUTURES ER EUROTOP 100 STOCK INDEX FUTURES AL ALUMINUM FUTURES EA EUROTOP 300 STOCK INDEX FUTURES OPTIONS OG GOLD OPTIONS SO SILVER OPTIONS HX HIGH GRADE COOPER OPTIONS EQ EUROTOP 100 OPTIONS OA ALUMINUM OPTIONS Strike Price Format Shown below are examples of the strike formats and alignments for each of the COMEX commodities to be used in the PCS and Member Trade Transmissions. OPTION CONTRACT Strike Examples OG 295 CALL C00029500 SO 475 CALL C00047500 HX 82 PUT P00008200 OA 72 CALL C00007200 EQ 3200 CALL C00320000 Intraday Files Currently, some COMEX members receive intra-day trade files in various formats. Under TMS/C21 system, members will be able to receive intra-day files four times a day (12pm, 2pm, 3:30pm and 5pm). Each file will be a complete replacement of the previous file. COMEX to TMS/C21 Implementation The COMEX to TMS/C21 implementation plan is to integrate all the COMEX commodities into the TMS and C21 system at once. When implemented, all COMEX OLTE and COMEX Clearing functions and reports will be replaced by the TMS/C21 counterpart. In addition, Average Pricing of trades will not be implemented in the initial rollout and deferred to a later date, Please contact Richard DeCicco at (212) 299-2852 if you have any questions or if you want to receive these intra-day replacement files. __________________________________________________ Please click on the link below to indicate you have received this email. "http://208.206.41.61/email/email_log.cfm?useremail=sara.shackleton@enron.com& refdoc=(00-364)" Note: If you click on the above line and nothing happens, please copy the text between the quotes, open your internet browser, paste it into the web site address and press Return.
|