Type P Record - Standard and Expanded

2

1

2

AN

X(2)

Record ID - "P "

3

3

5

AN

X(3)

Exchange Acronym 

10

6

15

AN

X(10)

Product (Commodity) Code

3

16

18

AN

X(3)

Product Type Code

15

19

33

AN

X(15)

Product Name (short name)

3

34

36

N

9(3)

Settlement Price Decimal Locator.  If negative, put "-" in the first byte.  For example, "-02" means negative two.

3

37

39

N

9(3)

Strike Price Decimal Locator (for options only).   If negative, put "-" in the first byte.  For example, "-02" means negative two.

1

40

40

AN

X

Settlement Price Alignment Code

1

41

41

AN

X

Strike Price Alignment Code (for options only)

14

42

55

N

9(7)V9(7)

Contract Value Factor (Multiplier)

8

56

63

N

9(6)V9(2)

Standard Cabinet Option Value

2

64

65

N

9(2)

Quoted Position Quantity per Contract (CBOT "Futures Per Contract")

3

66

68

AN

X(3)

Settlement Currency ISO Code

1

69

69

AN

X

Settlement Currency One-Byte Code

3

70

72

AN

X(3)

Price Quotation Method - STD for standard physical commodities, IDX for standard indices, such as equity indices, INT for interest-rate indices such as Eurodollars

1

73

73

AN

X

Sign for the Contract Value Factor (Multiplier) exponent ("-" is negative, any other value is positive)

2

74

75

N

9(2)

Contract Value Factor (Multiplier) exponent

4

76

79

AN

X(4)

Exercise Style - AMER for american style options, EURO for european style options (AMER is default)

35

80

114

AN

X(35)

Product Long Name (optional field)

1

115

115

AN

X(1)

Positionable Product Indicator -- N means non-positionable, in other words contracts in this product family cannot directly hold positions, typically because they are the underlying of an option on a combination, and positions in the combination are immediately broken out into their legs.  Y or blank means positionable.

1

116

116

AN

X(1)

Money Calculation Method -- N means "nominal", ie, position quantities are quoted in nominal amounts and variation or premium calculations for this product must use OTC-style rounding, I means interest rate swap method for calculating mark-to-market amounts, and F or blank means "futures-style", where position quantities are in "contract" terms and variation and premium calculations use normal futures-style rounding.

5

117

121

AN

X(5)

Valuation Method -- FUT for futures-style (daily banking of mark-to-market amounts), FUTDA for futures-style with a cash adjustment, FWD for forward (collateralization of mark-to-market amounts), or EQTY (equity-style, ie daily payment or collection of price obligation amounts, for example option premium)

5

122

126

AN

X(5)

Settlement Method -- CASH for cash-settled, or DELIV for physically delivered.  For futures or forwards, this indicates whether it is cash-settled or physically delivered.  All options on futures are physically delivered because they exercise into an underlying future.

5

127

131

N

9V9(4)

This and the following three fields are for Physically Delivered FX forward products only (and will be populated for these only):  FX Spot Date Collateralization Gain Credit Rate (as a decimal fraction) -- percentage credit to be provided for gains, beginning on spot date and continuing through value date

5

132

136

N

9V9(4)

FX Pre-Spot Date Collateralization Gain Credit Rate (as a decimal fraction) -- percentage credit to be provided for gains, beginning on the specified number of weekdays prior to spot date, and continuing through the weekday prior to spot date

2

137

138

N

99

FX Pre-Spot Date Number of Days -- provides that specified number of weekdays.  For example, a value of  4 means that the pre-spot date collateralization gain credit rate applies beginning on the fourth weekday prior to spot date

5

139

143

N

9V9(4)

FX Forward Collateralization Gain Credit Rate -- percentage credit to be provided for gains, for contracts which are further forward than the pre-spot number of weekdays.

14

144

157

N

9(7)V9(7)

Equivalent Position Factor

2

158

159

N

9(2)

Equivalent Position Factor Exponent

1

160

160

AN

X

Sign for Equivalent Position Factor Exponent (blank, "+" or "-")

161

161

AN

X

Variable Tick Option flag -- "1" means this product is a variable tick option, blank or any other value means this is a standard (not a variable) tick option.  Standard options have a contract value factor and strike value factor that are the same for all options in a series, and are defined for the series.  A variable tick option may have a contract value factor and/or strike value factor defined for each individual contract (on the type "8" record), and if defined, the value provided overrides any value defined for the option series.

162

164

AN

X(3)

Price Quotation Currency - normally, the currency in which the price is quoted is the same as the Settlement Currency (the currency in which the variation or premium are denominated), but for some products these are different. If this field is blank, the Price Quotation Currency is assumed to be the same as the Settlement Currency.

165 

165 

AN 

X 

 In-The-Money Condition.  For option products, specifies how strikes the expire exactly at-the-money are handled.  0=ATM is OTM for both calls and puts; 1=ATM is ITM for both calls and puts; 2=ATM is ITM for calls but OTM for puts; and 3=ATM is OTM for calls and ITM for puts.

166 

166 

AN 

X 

 Contrary Instruction Eligible Indicator.  For option products, indicates whether contrary instructions are allowed at expiration.  Y=contraries are allowed; N=contraries are not allowed.

167

172

AN

X

Option on Physical Delta Aggregation Method (oopDeltaMeth):  Controls how delta from options on physicals is aggregated.  Values are ZERO (put to special period zero), PERIOD (put to period of the option), or UND (put to period of the underlying).  Default value is PERIOD.