Type 6 - Paris Expanded

Length

From

To

Datatype

Format

Description and Comments

Length

From

To

Datatype

Format

Description and Comments

2

1

2

AN

X

Record ID - "6" plus a space

5

3

7

AN

X(3)

Commodity Group Code

4

8

11

N

9(4)

Spread Priority

7

12

18

N

9(7)

Spread Credit Rate, in percent

1

19

19

N

9

Spread Credit Rate Decimal Locator

3

20

22

AN

X(3)

Exchange Acronym Leg 1

1

23

23

-

-

Filler

6

24

29

AN

X(6)

Combined Commodity Code Leg 1

7

30

36

N

9(7)

Delta/Spread Ratio Leg 1

1

37

37

N

9

Delta/Spread Ratio Leg 1 Decimal Locator

1

38

38

AN

X

Spread Side Leg 1 ("A","B")

3

39

41

AN

X(3)

Exchange Acronym Leg 2

1

42

42

-

-

Filler

6

43

48

AN

X(6)

Combined Commodity Code Leg 2

7

49

55

N

9(7)

Delta/Spread Ratio Leg 2

1

56

56

N

9

Delta/Spread Ratio Leg 2 Decimal Locator

1

57

57

AN

X

Spread Side Leg 2 ("A","B")

3

58

60

AN

X(3)

Exchange Acronym Leg 3

1

61

61

-

-

Filler

6

62

67

AN

X(6)

Combined Commodity Code Leg 3

7

68

74

N

9(7)

Delta/Spread Ratio Leg 3

1

75

75

N

9

Delta/Spread Ratio Leg 3 Decimal Locator

1

76

76

AN

X

Spread Side Leg 3 ("A","B")

3

77

79

AN

X(3)

Exchange Acronym Leg 4

1

80

80

-

-

Filler

6

81

86

AN

X(6)

Combined Commodity Code Leg 4

7

87

93

N

9(7)

Delta/Spread Ratio Leg 4

1

94

94

N

9

Delta/Spread Ratio Leg 4 Decimal Locator

1

95

95

AN

X

Spread Side Leg 4 ("A","B")

37

96

132

-

-

Filler




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