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Bloomberg Code - CME Options

AshBax

By AshBax
in General Board

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AshBax Newbie

AshBax

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Posted

Hi,

 

I'm wondering if anyone can help with some bloomberg code issue I have.  

 

I'm looking at the EuroUSD fx weekly options (6E / EC), and trying to work out what the code for the next week will be, if I use the example:

 

"UEAWV1P5 1.145 Curncy"

"EUAW" = the Friday Option expiry for 6E

"V1" = October (V)  2021 (1)

"P" = put

"5" = week 5

 

the following week should be week 1 of November (X) , but bloomberg say it doesn't exist.

i.e I would have thought it should be:  UEAWX1P1 1.145 Curncy

 

any thoughts would be appreciated.

 

 

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