BALMO Pine Prarie Energy Center (PPEC) Physically Delivered Natural Gas Futures

BALMO = 'Balance of Month' i.e. number of days remaining in contract month = contract multiplier.

Security Definition (tag 35-MsgType=d) Message Key Elements

The → symbol indicates a repeating group tag.

Tag	FIX Name	Format	MDP 3.0 Value

Tag	FIX Name	Format	MDP 3.0 Value
562	MinTradeVol	Qty (9)	1
→871	InstAttribType	Int (2)	24
→872	InstAttribValue	String (2)	16 = Variable Quantity Eligibility
1439	FlowScheduleType	Int (1)	2- Calendar-All Days in month
1231	MinLotSize	Price (20)	2500
231	ContractMultiplier	Int (5)	4
996	UnitofMeasure	String (30)	MMBTU
1435	ContractMultiplierUnit	Int (1)	2 = multiplied by day

Display and Cleared Qty: lot (5) * MinLotSize (2500) * ContractMultiplier (4) postpend with Unit of Measure (MMBTU).

The following table illustrates display values for a 5 lot order for PPBU127.

Lot Display	5
Unit Display	12500 MMBTU
Display and Cleared Quantity	<5> * <2500> * <4> = 50,000 MMBTU

Security Definition (tag 35-MsgType=d) Message Key Elements

Tag	FIX Name	Format	Value

Tag	FIX Name	Format	Value
562	MinTradeVol	Qty (9)	1
→871	InstAttribType	Int (2)	24
→872	InstAttribValue	String (2)	18 = Variable Quantity Eligibility
1439	FlowScheduleType	Int (1)	2 = Calendar - All Days in month
1231	MinLotSize	Price (20)	2500
231	ContractMultiplier	Int (5)	3
996	UnitofMeasure	String (30)	MMBTU
1435	ContractMultiplierUnit	Int (1)	2 = multiplied by day

Display and Cleared Qty: lot (5) * MinLotSize (2500) * ContractMultiplier (3) postpend with Unit of Measure (MMBTU).

The following table illustrates display values for a 5 lot order for PPBU128.

Lot Display	5
Unit Display	12500 MMBTU
Display and Cleared Quantity	<5> * <2500> * <3> = 37500 MMBTU