Type 8 - Paris Expanded

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 "-")

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 "-")

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