Emissions products support trading of futures and options based on emissions and air quality. Three types of contracts are currently available:
Greenhouse Gas contracts
Nitrogen Oxide contracts
Sulfur Dioxide contracts
This topic describes functionality specific to emissions products on CME Globex.
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The market data Security Definition message (tag 35-MsgType=d) supports this product as follows.
Product | Tag 6937-Asset | Tag 1151-SecurityGroup | Tag 207-SecurityExchange | Tag 872-InstAttribValue | Tag 200-MaturityMonthYear |
|---|---|---|---|---|---|
European Union Allowance (EUA) Daily Futures | EUL | VE | GREE | 17=daily product eligibility | YYYYMMDD |
Tag 55-Symbol identifies daily futures instrument attributes as follows.
EUL=product code
Z=maturity month
0=maturity year (i.e. 2010)
10=maturity calendar date
EUA Daily vs. In Delivery Month Intercommodity Spread
The daily EUA instrument is spread against the delivery month EUA instrument to create a daily vs delivery month intercommodity spread. The spread is listed and expired according to the daily instrument.
Product | Tag 6937-Asset | Tag 1151- |
|---|
SecurityGroup | Tag 762-SecuritySubType | ||
|---|---|---|---|
Daily European Union Allowance (EUL) vs In Delivery Month European Union Allowance (EAF) Intercommodity Spread | EUL | VE | IS |