Type C - Expanded Format and Paris Expanded

2

1

2

AN

X(2)

Record ID - "C "

6

3

8

AN

X(6)

Combined Commodity Code

2

9

10

AN

X(2)

Intracommodity Spread Method Code - "10"

2

11

12

N

9(2)

Spread Priority (Spread Number)

2

13

14

N

9(2)

Number of Legs

7

15

21

N

9(7)

Charge Rate

2

22

23

N

9(2)

Leg 1 - Leg number

2

24

25

N

9(2)

Leg 1 - Tier number

2

26

27

N

9(2)

Leg 1 - Delta Per Spread Ratio

1

28

28

A

A

Leg 1 - Market Side (A or B)

2

29

30

N

9(2)

Leg 2 - Leg number

2

31

32

N

9(2)

Leg 2 - Tier number

2

33

34

N

9(2)

Leg 2 - Delta Per Spread Ratio

1

35

35

A

A

Leg 2 - Market Side (A or B)

2

36

37

N

9(2)

Leg 3 - Leg number

2

38

39

N

9(2)

Leg 3 - Tier number

2

40

41

N

9(2)

Leg 3 - Delta Per Spread Ratio

1

42

42

A

A

Leg 3 - Market Side (A or B)

2

43

44

N

9(2)

Leg 4 - Leg number

2

45

46

N

9(2)

Leg 4 - Tier number

2

47

48

N

9(2)

Leg 4 - Delta Per Spread Ratio

1

49

49

A

A

Leg 4 - Market Side (A or B)

2

50

51

N

9(2)

Leg 5 - Leg number

2

52

53

N

9(2)

Leg 5 - Tier number

2

54

55

N

9(2)

Leg 5 - Delta Per Spread Ratio

1

56

56

A

A

Leg 5 - Market Side (A or B)

2

57

58

N

9(2)

Leg 6 - Leg number

2

59

60

N

9(2)

Leg 6 - Tier number

2

61

62

N

9(2)

Leg 6 - Delta Per Spread Ratio

1

63

63

A

A

Leg 6 - Market Side (A or B)

2

64

65

N

9(2)

Leg 7 - Leg number

2

66

67

N

9(2)

Leg 7 - Tier number

2

68

69

N

9(2)

Leg 7 - Delta Per Spread Ratio

1

70

70

A

A

Leg 7 - Market Side (A or B)

2

71

72

N

9(2)

Leg 8 - Leg number

2

73

74

N

9(2)

Leg 8 - Tier number

2

75

76

N

9(2)

Leg 8 - Delta Per Spread Ratio

1

77

77

A

A

Leg 8 - Market Side (A or B)

55

78

132

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