NYISO Zone A - Locational Based Monthly Peak Swap Futures

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

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> = 17,600 Mwh