Type Z Record - Standard and Expanded

2

1

2

AN

X(2)

Record ID - "Z "

3

3

5

AN

X(3)

Exchange Acronym

10

6

15

AN

X(10)

Combination Product (Commodity) Code

5

16

20

AN

X(5)

Combination Type - STRIP for strips such as Eurodollar packs and bundles, CAL for futures calendar spreads, and I/C for futures intercommodity spreads

6

21

26

N

9(6)

Combination Contract Month - YYYYMM

2

27

28

AN

X(2)

Combination Contract Day - typically blank

7

29

35

-

-

Filler

3

36

38

N

9(3)

Leg Number

1

39

39

A

X

Leg Relationship - A or B

3

40

42

N

9(3)

Leg Ratio

10

43

52

AN

X(10)

Leg Product (Commodity) Code

3

53

55

AN

X(3)

Leg Product Type

6

56

61

N

9(6)

Leg Contract Month - YYYYMM

2

62

63

AN

X(2)

Leg Contract Day - typically blank

4

64

67

N

9(4)

Leg Ratio -- Fractional Part.  Blank or any non-numeric value means zero.

1

68

68

AN

X(1)

Leg Price Available Flag -- Y means that leg price data is provided for creating transactions in this leg when an option on this combination is exercised or assigned.  N or any other value means that it is not provided.

2

69

70

AN

X(2)

Leg Price Usage Flag -- specifies how the value provided is used.  L means that the value provided is the leg price to use.  S+ means that you take the value provided and add the option strike to it to obtain the leg price to use.  S- means that you take the value provided and subtract the option strike from it to obtain the leg price to use.

7

71

77

N

9(7)

Leg Price -- the specified price value, typically provided as zeros if the Leg Price Available Flag is not Y.

1

78

78

AN

X(1)

Leg Price Sign -- sign for the specified price value.  - means negative, + or any other value means positive.