Type 8 - Paris Expanded
Length | From | To | Datatype | Format | Description and Comments |
---|---|---|---|---|---|
2 | 1 | 2 | AN | X(2) | Record ID - "81" |
3 | 3 | 5 | AN | X(3) | Exchange Acronym |
12 | 6 | 17 | AN | X(12) | Commodity (Product) Code |
12 | 18 | 29 | AN | X(12) | Underlying Commodity (Product) Code |
5 | 30 | 34 | AN | X(5) | Product Type Code |
1 | 35 | 35 | AN | X | Option Right Code - for an option only: P for Put or C for Call |
6 | 36 | 41 | N | 9(6) | Futures Contract Month as CCYYMM |
2 | 42 | 43 | AN | X(2) | Futures Contract Day or Week Code |
1 | 44 | 44 | - | - | Filler |
6 | 45 | 50 | N | 9(6) | Option Contract Month as CCYYMM |
2 | 51 | 52 | AN | X(2) | Option Contract Day or Week Code |
1 | 53 | 53 | - | - | Filler |
14 | 54 | 67 | N | 9(14) | Option Strike Price |
1 | 68 | 68 | N | 9 | Strike Decimal Locator |
1 | 69 | 69 | N | 9 | Array Value Decimal Locator |
8 | 70 | 77 | N | 9(8) | Array Value 1: Futures No Change / Volatility Up1 |
1 | 78 | 78 | AN | X | Sign for Array Value 1 ("+" or "-") |
8 | 79 | 86 | N | 9(8) | Array Value 2: Futures No Change / Volatility Down |
1 | 87 | 87 | AN | X | Sign for Array Value 2 ("+" or "-") |
8 | 88 | 95 | N | 9(8) | Array Value 3: Futures Up 1/3 / Volatility Up |
1 | 96 | 96 | AN | X | Sign for Array Value 3 ("+" or "-") |
8 | 97 | 104 | N | 9(8) | Array Value 4: Futures Up 1/3 / Volatility Down |
1 | 105 | 105 | AN | X | Sign for Array Value 4 ("+" or "-") |
8 | 106 | 113 | N | 9(8) | Array Value 5: Futures Down 1/3 / Volatility Up |
1 | 114 | 114 | AN | X | Sign for Array Value 5 ("+" or "-") |
8 | 115 | 122 | N | 9(8) | Array Value 6: Futures Down 1/3 / Volatility Down |
1 | 123 | 123 | AN | X | Sign for Array Value 6 ("+" or "-") |
8 | 124 | 131 | N | 9(8) | Array Value 7: Futures Up 2/3 / Volatility Up |
1 | 132 | 132 | AN | X | Sign for Array Value 7 ("+" or "-") |
Type "82" record - Second Physical record - Paris Expanded Format
Length | From | To | Datatype | Format | Description and Comments |
---|---|---|---|---|---|
2 | 1 | 2 | AN | X(2) | Record ID - "82" |
3 | 3 | 5 | AN | X(3) | Exchange Acronym |
12 | 6 | 17 | AN | X(12) | Commodity (Product) Code |
12 | 18 | 29 | AN | X(12) | Underlying Commodity (Product) Code |
5 | 30 | 34 | AN | X(5) | Product Type Code |
1 | 35 | 35 | AN | X | Option Right Code - for an option only: P for Put or C for Call |
6 | 36 | 41 | N | 9(6) | Futures Contract Month as CCYYMM |
2 | 42 | 43 | AN | X(2) | Futures Contract Day or Week Code |
1 | 44 | 44 | - | - | Filler |
6 | 45 | 50 | N | 9(6) | Option Contract Month as CCYYMM |
2 | 51 | 52 | AN | X(2) | Option Contract Day or Week Code |
1 | 53 | 53 | - | - | Filler |
14 | 54 | 67 | N | 9(14) | Option Strike Price |
1 | 68 | 68 | N | 9 | Strike Decimal Locator |
1 | 69 | 69 | N | 9 | Array Value Decimal Locator |
8 | 70 | 77 | N | 9(8) | Array Value 8: Futures Up 2/3 / Volatility Down |
1 | 78 | 78 | AN | X | Sign for Array Value 8 ("+" or "-") |
8 | 79 | 86 | N | 9(8) | Array Value 9: Futures Down 2/3 / Volatility Up |
1 | 87 | 87 | AN | X | Sign for Array Value 9 ("+" or "-") |
8 | 88 | 95 | N | 9(8) | Array Value 10: Futures Down 2/3 / Volatility Down |
1 | 96 | 96 | AN | X | Sign for Array Value 10 ("+" or "-") |
8 | 97 | 104 | N | 9(8) | Array Value 11: Futures Up 3/3 / Volatility Up |
1 | 105 | 105 | AN | X | Sign for Array Value 11 ("+" or "-") |
8 | 106 | 113 | N | 9(8) | Array Value 12: Futures Up 3/3 / Volatility Down |
1 | 114 | 114 | AN | X | Sign for Array Value 12 ("+" or "-") |
8 | 115 | 122 | N | 9(8) | Array Value 13: Futures Down 3/3 / Volatility Up |
1 | 123 | 123 | AN | X | Sign for Array Value 13 ("+" or "-") |
8 | 124 | 131 | N | 9(8) | Array Value 14: Futures Down 3/3 / Volatility Down |
1 | 132 | 132 | AN | X | Sign for Array Value 14 ("+" or "-") |
Type "83" record - Third Physical record - Paris Expanded Format
Length | From | To | Datatype | Format | Description and Comments |
---|---|---|---|---|---|
2 | 1 | 2 | AN | X(2) | Record ID - "83" |
3 | 3 | 5 | AN | X(3) | Exchange Acronym |
12 | 6 | 17 | AN | X(12) | Commodity (Product) Code |
12 | 18 | 29 | AN | X(12) | Underlying Commodity (Product) Code |
5 | 30 | 34 | AN | X(5) | Product Type Code |
1 | 35 | 35 | AN | X | Option Right Code - for an option only: P for Put or C for Call |
6 | 36 | 41 | N | 9(6) | Futures Contract Month as CCYYMM |
2 | 42 | 43 | AN | X(2) | Futures Contract Day or Week Code |
1 | 44 | 44 | - | - | Filler |
6 | 45 | 50 | N | 9(6) | Option Contract Month as CCYYMM |
2 | 51 | 52 | AN | X(2) | Option Contract Day or Week Code |
1 | 53 | 53 | - | - | Filler |
14 | 54 | 67 | N | 9(14) | Option Strike Price |
1 | 68 | 68 | N | 9 | Strike Decimal Locator |
1 | 69 | 69 | N | 9 | Array Value Decimal Locator |
8 | 70 | 77 | N | 9(8) | Array Value 15: Futures Up Extreme - Cover Fraction |
1 | 78 | 78 | AN | X | Sign for Array Value 15 ("+" or "-") |
8 | 79 | 86 | N | 9(8) | Array Value 16: Futures Down Extreme - Cover Fraction |
1 | 87 | 87 | AN | X | Sign for Array Value 16 ("+" or "-") |
5 | 88 | 92 | N | 9(5) | Composite Delta |
1 | 93 | 93 | AN | X | Sign for Composite Delta ("+" or "-") |
1 | 94 | 94 | N | 9 | Composite Delta Decimal Locator |
8 | 95 | 102 | N | 9(8) | Implied Volatility as decimal fraction |
1 | 103 | 103 | N | 9 | Implied Volatility Decimal Locator |
14 | 104 | 117 | N | 9(14) | Settlement Price |
1 | 118 | 118 | AN | X | Sign for Settlement Price (blank, "+" or "-") |
1 | 119 | 119 | N | 9 | Settlement Price Decimal Locator |
11 | 120 | 130 | N | 9(11) | Contract Value Factor (Multiplier) |
1 | 131 | 131 | N | 9 | Contract Value Factor Decimal Locator |
1 | 132 | 132 | - | - | Filler |
Notes:
By convention, a positive risk array value represents a loss for a single long position, and a negative risk array value represents a gain for a single long position. "Long" in this context means long the instrument, not the market; a long put is a long position.
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