NYISO Zone A - Locational Based Monthly Peak Swap Futures
- CME Group
This example shows the key elements of an April 2019 New York Independent System Operator (NYISO) Zone A Locational Based Monthly Peak Swap Futures [peak hours electricity] instrument (KANJ9) for order entry and market data display.
Security Definition (tag 35-MsgType=d) Message Key Elements
The → symbol indicates a repeating group tag.
Tag | FIX Name | Format | MDP 3.0 Value |
|---|---|---|---|
562 | MinTradeVol | Qty (9) | 1 |
→871 | InstAttribType | Int (2) | 24 |
→872 | InstAttribValue | String (2) | 16 = Variable Quantity Eligibility |
1439 | FlowScheduleType | Int (1) | 3 = NERC Eastern Peak |
1231 | MinLotSize | Price (20) | 25 |
231 | ContractMultiplier | Int (5) | 22 |
996 | UnitofMeasure | String (30) | MWH |
5849 | OriginalContractSize | Int (12) | 400 |
1435 | ContractMultiplierUnit | Int (1) | 2 = multiplied by day |
The following table illustrates display values for a 2 lot order for KANJ9:
Lot Display | 2 |
Unit Display | 50 Mwh |
Display and Cleared Quantity | <2> * <400> * <22> Â = 17,600 Mwh |
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