Change Management Notification - August 2004 - Standard Operating Procedure -

IPE Brent Markers

LIM has added IPE Brent Markers to our core data offerings. The Brent Marker symbol "FB" is located in your MIM at the following path:

  TopRelation:Futures:Ipe

The graphic below shows how to select the symbol and corresponding columns "Marker1Minute" and "Marker5Minute" using the MIMIC browser:



For more information on the IPE Brent Marker data, please go to The International Petroleum Exchange website and select the link for "IPE Brent Markers".

Their web page will show a table with prices that represent the weighted average of all priced trades for the front two IPE Brent Crude futures months, as recorded by IPE staff, executed on the Exchange during two time intervals during the trading day. EFP, EFS and settlement trades are not included in these weighted averages.

The IPE Brent Markers are downloaded from the IPE website at 2 p.m. Central Time and will be distributed to your MIM by 3 p.m. Central Time.

Historically Adjusted TAQ Data

LIM now has historically adjusted TAQ data for use in your MIM. The data is sourced in raw form from the NYSE Exchange. For more information, see the NYSE Data website.

To order the TAQ optional data set, please contact a LIM Sales Representative at sales@lim.com.

Data from The Bank of England

The Bank of England provides Trade Weighted Currency Indices. This core data is located in your MIM at the following path:

   TopRelation:ForeignExchange:BankOfEngland

The following graphic is from the MIMIC application showing the data from the Bank of England:



For more information, please see The Bank of England website.

Date File Addition

LIM has added the date file: "taxratechange.date" to the date file listing in XMIM. To use the new date file from XMIM, just open the Date Condition window and select: "Date Files>XMIM>TAX>taxratechange.date"

To see the README file associated with this file, open your XMIM application and select "XMIM>Text Editor". In the text editor window, select the "Open" icon and filter to "/dates/user/TAX/" and select the README file.

For your convenience the Readme and Date file information is listed in this pdf file.