The product coding follows the following scheme:
The first two characters identify the type of derivative.
Future | FT |
Swap | SW |
Mini Future (0.1 MWh) | FM |
Mini Swap (0.1 MWh) | SM |
The third character identifies the product type: base (B) or peak (P).
The fourth character identifies the settlement type: by cash (C).
Lastly, the delivery period and its detail is defined: Anual - CAL; Quarterly - Q; Monthly - M; Weekly - W or Daily - D.
Derivative Product | Type | Settlement Type | Delivery Period | Examples |
---|---|---|---|---|
SW-Swap FT-Future SM - Mini Swap FM - Mini Future |
B–Base P–Peak | C–Cash | CAL–Annual | SWBCCAL19: Swap Base Cash Annual 2019 |
Q–Quarterly | SWBCQ119: Swap Base Cash Q1 2019 | |||
M–Monthly | SWPCMJAN19: Swap Peak Cash Monthly January 2019 | |||
W–Week | ||||
K-Whole |
SWBCW03K19: Swap Base Cash 3rd Whole Week 2019 |
|||
B- Business Day |
FTBCW02B19: Future Base Cash 2nd Week Business Day 2019 | |||
E–Weekend | SWBCW01E19: Swap Base Cash 1st Weekend 2019 | |||
D–Daily | SWBCD01JAN19: Swap Base Cash Daily 1st January 2019 |