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Mike:
I think ZN is the symbol for the ten year note electronic trading. Here's a copy
of what Jim Cox posted a few days back. It's a good guideline for setting up the
values and symbols:
Subject:
New CBOT symbols
Resent-Date:
Sun, 27 Sep 1998 21:51:30 -0700
Resent-From:
omega-list@xxxxxxxxxx
Date:
Mon, 28 Sep 1998 00:51:57
From:
"Jim Cox" <cayenne@xxxxxxxxxxxxxxxxx>
To:
omega-list@xxxxxxxxxx
10. What are the new ticker symbols?
Open Outcry Ticker Symbol /
US
TY
FV
TU
Electronic Ticker Symbol
ZB
ZN
ZF
ZT
11. Can I enter a position on Project A and liquidate that position in
open outcry?
Yes. For price reporting purposes, the products trading on Project A
will have a separate ticker symbol but they will be processed by the
Board of Trade Clearing Corporation as the same contracts as those
traded in open outcry.
12. What are the hours?
In the side-by-side scenario, the CBOT will provide trading access 22
hours a day. The trading day will begin at 2:15 p.m. Chicago time with
the afternoon Project A session. This session will continue until 4:30
p.m. and then pause for ninety minutes. Project A will resume at 6:00
p.m. to 6:00 a.m. Project A will then pause until 6:30 a.m., at which
time it will reopen and trade until 2:00 p.m. Open outcry side-by-side
hours will be announced in the near future.
13. How do these hours compare with existing Project A?
Session
Current Project A
(Pre-Sept. 28)
Side-by-Side
(Sept. 28 and later)
Regular Trading Hours
Closed
PROJECT A:
6:30 a.m. to 2:00 p.m.
OPEN OUTCRY:
TBA
Afternoon Session
2:30 p.m. to 4:30 p.m.
PROJECT A:
2:15 p.m. - 4:30 p.m
OPEN OUTCRY:
Closed
Overnight Session
5:55 p.m. to 6:45 a.m.
PROJECT A:
6:00 p.m. to 6:00 a.m.
OPEN OUTCRY:
Closed
14. How will settlement prices be generated?
Settlement prices will be established after the end of the trading day,
at 2:00 p.m. Chicago time. This is consistent with the CBOT's current
settlement practice.
For BMI, go to symbol universe and copy the info from the the US,
TY FV,
and TU. Then ADD new symbol using the new symbol names and the times above.
When you have created the new symbols, then go to your portfolio and ADD
them. Since TS only has a place for two sessions, you can make the first
session from 06:30am to 02:00 pm M T W T F...and session 2, from 02:30pm to
06:00am, S M T W T.
The symbols are presented then in the same way, e.g., US8Z = ZB8Z.
Jim
Hope that helps.
Best,
Tim Morge
Canyon678@xxxxxxx wrote:
>
> Hi
>
> Does any one have the Symbol Universe setup for
> ZN - Treasury Bonds - Project A
>
> What is the session 1 & session 2 start time & End time.
>
> Thanks
> Mike
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