Type 8 - Expanded

2

1

2

AN

X(2)

Record ID - "81"

3

3

5

AN

X(3)

Exchange Acronym

10

6

15

AN

X(10)

Commodity (Product) Code

10

16

25

AN

X(10)

Underlying Commodity (Product) Code⁵

3

26

28

AN

X(3)

Product Type Code⁷

1

29

29

AN

X

Option Right Code - for an option only: P for Put or C for Call

6

30

35

N

9(6)

Futures Contract Month as CCYYMM

2

36

37

AN

X(2)

Futures Contract Day or Week Code⁴

1

38

38

-

-

Filler

6

39

44

N

9(6)

Option Contract Month as CCYYMM

2

45

46

AN

X(2)

Option Contract Day or Week Code⁴

1

47

47

-

-

Filler

7

48

54

N

9(7)

Option Strike Price

5

55

59

N

9(5)

Array Value 1: Futures No Change / Volatility Up^1,2,3

1

60

60

AN

X

Sign for Array Value 1 ("+" or "-")

5

61

65

N

9(5)

Array Value 2: Futures No Change / Volatility Down

1

66

66

AN

X

Sign for Array Value 2 ("+" or "-")

5

67

71

N

9(5)

Array Value 3: Futures Up 1/3 / Volatility Up

1

72

72

AN

X

Sign for Array Value 3 ("+" or "-")

5

73

77

N

9(5)

Array Value 4: Futures Up 1/3 / Volatility Down

1

78

78

AN

X

Sign for Array Value 4 ("+" or "-")

5

79

83

N

9(5)

Array Value 5: Futures Down 1/3 / Volatility Up

1

84

84

AN

X

Sign for Array Value 5 ("+" or "-")

5

85

89

N

9(5)

Array Value 6: Futures Down 1/3 / Volatility Down

1

90

90

AN

X

Sign for Array Value 6 ("+" or "-")

5

91

95

N

9(5)

Array Value 7: Futures Up 2/3 / Volatility Up

1

96

96

AN

X

Sign for Array Value 7 ("+" or "-")

5

97

101

N

9(5)

Array Value 8: Futures Up 2/3 / Volatility Down

1

102

102

AN

X

Sign for Array Value 8 ("+" or "-")

5

103

107

N

9(5)

Array Value 9: Futures Down 2/3 / Volatility Up

1

108

108

AN

X

Sign for Array Value 9 ("+" or "-")

14

109

122

N

9(14)

High-Precision Settlement Price

1

123

123

AN

X

High-Precision Settlement Price Flag - N means that the High-Precision Settlement Price is populated but the price may be read either from this field or from the regular Settlement Price field, Y means that the High-Precision Settlement Price field is populated and the price can only be read from the high-precision field

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

10

6

15

AN

X(10)

Commodity (Product) Code

10

16

25

AN

X(10)

Underlying Commodity (Product) Code⁵

3

26

28

AN

X(3)

Product Type Code⁷

1

29

29

AN

X

Option Right Code - for an option only: P for Put or C for Call

6

30

35

N

9(6)

Futures Contract Month as CCYYMM

2

36

37

AN

X(2)

Futures Contract Day or Week Code⁴

1

38

38

-

-

Filler

6

39

44

N

9(6)

Option Contract Month as CCYYMM

2

45

46

AN

X(2)

Option Contract Day or Week Code⁴

1

47

47

-

-

Filler

7

48

54

N

9(7)

Option Strike Price

5

55

59

N

9(5)

Array Value 10: Futures Down 2/3 / Volatility Down