Type 8 Records - Standard

2

1

2

AN

X(2)

Record ID - "81"

2

3

4

AN

X(2)

Exchange Code

2

5

6

AN

X(2)

Commodity (Product) Code

1

7

7

AN

X

Contract Type (Future/Put/Call) Flag: blank for future or combination, C for Calls, or P for Puts

4

8

11

N

9(4)

Futures Contract Month as YYMM

4

12

15

N

9(4)

Option Contract Month as YYMM⁴

6

16

21

N

9(6)

Option Strike Price

5

22

26

N

9(5)

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

1

27

27

AN

X

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

5

28

32

N

9(5)

Array Value 2: Futures No Change / Volatility Down

1

33

33

AN

X

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

5

34

38

N

9(5)

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

1

39

39

AN

X

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

5

40

44

N

9(5)

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

1

45

45

AN

X

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

5

46

50

N

9(5)

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

1

51

51

AN

X

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

5

52

56

N

9(5)

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

1

57

57

AN

X

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

5

58

62

N

9(5)

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

1

63

63

AN

X

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

5

64

68

N

9(5)

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

1

69

69

AN

X

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

5

70

74

N

9(5)

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

1

75

75

AN

X

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

1

76

76

AN

X

Cycle Indicator - blank, F for Flex, G for Futures, or W for "COMEX weekly"⁴

2

77

78

AN

X(2)

Underlying Commodity (Product) Code⁵

2

79

80

N

9(2)

Expiration Day of Month⁴

2

1

2

AN

X(2)

Record ID - "82"

2

3

4

AN

X(2)

Exchange Code

2

5

6

AN

X(2)

Commodity (Product) Code

1

7

7

AN

X

Contract Type (Future/Put/Call) Flag: blank for future, C for Calls, or P for Puts

4

8

11

N

9(4)

Futures Contract Month as YYMM

4

12

15

N

9(4)

Option Contract Month as YYMM⁴

6

16

21

N

9(6)

Option Strike Price

5

22

26

N

9(5)

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

1

27

27

AN

X

Sign for Array Value 10 ("+" or "-")

5

28

32

N

9(5)

Array Value 11: Futures Up 3/3 / Volatility Up

1

33

33

AN

X

Sign for Array Value 11 ("+" or "-")

5

34

38

N

9(5)

Array Value 12: Futures Up 3/3 / Volatility Down

1

39

39

AN

X

Sign for Array Value 12 ("+" or "-")

5

40

44

N

9(5)

Array Value 13: Futures Down 3/3 / Volatility Up

1

45

45

AN

X

Sign for Array Value 13 ("+" or "-")

5

46

50

N

9(5)

Array Value 14: Futures Down 3/3 / Volatility Down

1

51

51

AN

X

Sign for Array Value 14 ("+" or "-")

5

52

56

N

9(5)

Array Value 15: Futures Up Extreme - Cover Fraction