0

1

• S for SYMEX

• 9 Otherwise

SYMEX indicator

1

4

• substring(TCC ALIAS, 0,2) + "16" for SYMEX

• substring(OCC ALIAS,0,4 ) or " ", otherwise

Commodity Code

2

7

• 9999999 If the contract is an option and its Ext Qual Code is CAB

• ******* if the high price is null

• high price without sign and scaled so that it is represented by an 7-digit integer

High Price

3

1

if High Price exists, it can be either A fot ASK or B for BID. Otherwise, it is ' '

High Ask/Bid

4

7

• 9999999 If the contract is an option and its Ext Qual Code is CAB

• ******* if the low price is null

• low price without sign and scaled so that it is represented by an 7-digit integer

Low Price

5

1

if Low Price exists, it can be either A for ASK or B for BID. Otherwise, it is ' '

Low Ask/Bid

6

1

just ' '

Filler

7

7

• if the contract is an option and its prices is CAB, it will be 9999999

• If the contract doesn't have a valid settle price, it will be *******

• Otherwise, it will be the settle price scaled in a way it is represented by an integer value and without sign. If the integer value can be represented with few that 7 digits it will be padded with '0' for OTCC and SYMEX. Otherwise, it will be padded with ' '. In case the amount of digits is greater than 7, '0000000' will be written

Settle Price

8

1

Just ' '

Filler

9

1

• * if Settle Ext Qual Code is SPECL

• ' ', otherwise

Special Settle

10

1

• Y, if it is FLEX

• N, Otherwise

Flex

11

8

Period Code, or '00000000' if period code doesn't exist

Period Code

12

1

• If flex and Option

  • A, if Exercise Ind = 'AMER'

  • E, if Exercise Ind = 'EURO'

• ' ', Otherwise

Exercise Method

13

4

• ' ', If delta price is NaN or product Type in [FWD,FUT,IRS,COMBO]

• delta price * 1000 rounded to closest integer and padded with '0'

Delta

14

4

' '

Filler

15

1

Option Right Code

Option Right Code

16

7

• ' ', For Product Type in [FWD,FUT,IRS,COMBO]

• Strike Price without decimal point

Strike Price

17

4

' '

Filler

18

1

• ' ' , if FLEX

• [1,2,3,4,5,6,7,8,9] or 0 for 10, - for 11 and & for 12

Contract Month

19

1

• 0, if FLEX

• least significant digit form year field in period code

Contract Year

20

1

• ' ', if Active

• *, Otherwise

Active Indicator

21

1

• C, if High Price Ext Qual Code is CAB

• ' ', Otherwise

High Price CAB

22

1

• C, if Low Price Ext Qual Code is CAB

• ' ', Otherwise

Low Price CAB

23

1

• C, if Settle Price Ext Qual Code is CAB

• ' ', Otherwise

Settle Price CAB

24

1

' '

Filler

25

<= 4

• ' ', if Product Type in [FWD,FUT,IRS,COMBO]

• Weekly Code From Weekly Contract

Underlying Contract Period

26

4

• ' ', if Product Type in [FWD,FUT,IRS,COMBO] or underlying commodity code is null

• Underlying commodity code padded with ' '

Underlying Commodity Code

27

4

• ' ', if SYMEX,

• PRS Alias + QES Month Code + QES Year

QES Code

28

10

TCC Code if NOT SYMEX

TCC Code

29

10

Underlying Commodity Code if NOT SYMEX

Underlying Commodity Code

30

1

high price sign, if not SYMEX nor OCC

High price Sign

31

1

low price sign, if not SYMEX nor OCC

Low price Sign

32

1

Settlement price sign, if nor SYMEX nor OCC

Settlement price Sign

33

1

• if not SYMEX nor OCC

  • ' ' if Product Type in [FWD,FUT,IRS,COMBO]

  • Strike Price

Strike Price Sign

34

8

• if not SYMEX nor OCC

  • ' ' if Product Type in [FWD,FUT,IRS,COMBO]

  • Underlying Commodity Code padded with ' '

Underlying Commodity Code

35

14

if not SYMEX nor OCC, Settle Price Padded with ' '

Settle Price

36

1

• if not SYMEX nor OCC

• • N, if amount of settlement price digits is lower than or equal to 7

  • Y, Otherwise