15 Mar 2012 | 04:23 UTC — New York

Daily test files for March 26 futures price changes

As previously announced, effective Monday, March 26, Platts will make format and as-of date changes to the futures exchange prices normally delivered between 8 and 10pm US Eastern time each weekday.

For details on the changes, and information on adjusted price history, see http://www.platts.com/SubscriberNotesDetails/3963668. In response to questions from several subscribers, Platts has now prepared test versions of the daily files Platts will begin publishing on March 26. For copies of these files, see http://plts.co/FuturesDaily0312. The test files reflect the values for November 17, 2011. If you compare the new-format files with current files, you will see that the file format has not changed, but there are two changes to the values in the files:

* Price values (h/l/c/o bates) are now in decimal (dollars/euros and cents) format instead of the current integer format.

* There are no volume and open interest (e/w bates) values dated November 17. The volume and open interest figures the exchanges publish represent values for the preceding trading day - November 16 in this case. In new-format files, these values are delivered in the November 17 files, but DATED November 16 to align them with prices for that date. In current files they are dated November 17.

Here's an example of corresponding old- and new-format entries for one symbol:

Old (pre-March 26) format: COPYRIGHT 2012 THE MCGRAW-HILL COMPANIES, INC. PlattsMarketData 201203151325 00800 FINAL CD 20111117 : N XNLC001e 201111170000 81174 (Note 1) N XNLC001w 201111170000 364114 (1) N XNLC001h 201111170000 10337 (Note 2) N XNLC001l 201111170000 9828 (2) N XNLC001c 201111170000 9864 (2) N XNLC001o 201111170000 10176 (2) :

New (after March 26) format: COPYRIGHT 2012 THE MCGRAW-HILL COMPANIES, INC. PlattsMarketData 201203151323 00800 FINAL CD 20111117 : N XNLC001e 201111160000 81174 (1) Vol/OI values now dated Nov 16 N XNLC001w 201111160000 364114 (1) N XNLC001h 201111170000 103.37 (2) Prices now in decimal vs integer format N XNLC001l 201111170000 98.28 (2) N XNLC001c 201111170000 98.64 (2) N XNLC001o 201111170000 101.76 (2) :

If you have any comments or questions regarding this announcement, please contact your local Platts Customer Care representative, or email support@platts.com.