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  • No : 5938
  • Updated Date : 2019/01/15 09:49
  • Modified on : 2019/06/24 15:46
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[J-GATE]Please explain the notation of combination series in TradeGuard GUI (for example:"<CmbCls SPR>JGBL FUT 1")

Please explain the notation of combination series in TradeGuard GUI (for example:"<CmbCls SPR>JGBL FUT 1")
Category : 

Answer

1. Notation inside of "< >"
    Types of combination series provided by OSE.
        <CmbCls SPR> : SCO(Standard Combination) Series
        <CmbCls TMC> : TMC(Tailor Made Combination) Series

2.Notation after "< >"
    In the case of SPR : Underlying Identity - FUT - nn(※)
                (※)Difference betweenf calendar months of calendar spread series
    In the case of TMC : Underlying Identity - OP
                For example : <CmbCls SPR> JGBL FUT 1
                          = Long Japan Government Bond Futures calendar spread series
                             (Difference of calendar months is 1)
                Please refer to J-GATE Connectivity Manual "7.3.9.6 Considerations" for underlying information.

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