Position Limits - Enhancements to the Spot Month Definition Calculation

Overview

This enhancement will address situations where our dashboard displays “Unknown” limits due to the way FIA Tech submits data for applicable contracts. Specifically, we are updating the way we calculate the spot limit definitions where the contract requires monitoring at the exchange and cross-exchange levels.

Spot Definition Calculation

At the moment, the Position Limits Dashboard will show “Unknown” limits due to a limitation in the way FIA Tech submits the data for contracts where these limits are applicable. The update enables our product to calculate the limit as intended by the exchanges.

Depending if you hold the parent or the child contract and in which exchange (or even both), the following table details the correct aggregation method for the Spot Limits:

Exchange Commodity Code Combined (Netted Intra-Exchange NDEX: TFM and TFN) Spot Month (Intra-Exchange)
IFEU TFN NDEX:TFM TFN
IFEU TFNO NDEX:TFM TFN
NDEX NDEX:TFM NDEX:TFM NDEX:TFM
NDEX TFO NDEX:TFM NDEX:TFM

 

As always, if you have any questions, please contact FundApps Support

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