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Products are sorted by the following Classification Codes:

  • F - Futures
  • O - Options
  • S - Spreads
  • I - Cash Instruments
  • A - Administrative
PositionNameLengthValid ValuesDescriptionProduct Classification
26 Product Classification Type (1) 
  • Space = No Further Definition Included
  • I = Index Values 
Represents a special type of futures contract F - Futures 

27 - 29

Future Commodity Code

(3)

 

ITC product code

 F - Futures

30

Future Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0  = Day 10
  • A - U = day 11- 31

Future maturity  date

 F - Futures

31

Future Month Code

(1)

  • F = January
  • G = February
  • H = March
  • J = April
  • K = May
  • M = June
  • N = July
  • Q = August
  • U = September
  • V = October
  • X = November
  • Z = December
  • Y = Spot Expiration/Index Information

Future maturity  month

 F - Futures

32 - 33

Future Year Code

(2)

The last two digits of the year

Future maturity year

Year code is Blank for Spot Expiration/Index Information.
 F - Futures

34

Last Trading Date Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0 = Day 10
  • A - U = day 11- 31
  • Space = Not Applicable

Future last trading date

 F - Futures

35

Last Trading Date Month Code

(1)

  • F = January
  • G = February
  • H = March
  • J = April
  • K = May
  • M = June
  • N = July
  • Q = August
  • U = September
  • V = October
  • X = November
  • Z = December
  • Y = Spot Expiration/Index Information

Future last trading month

 F - Futures

36 - 37

Last Trading Date Year Code

(2)

The last two digits of the year

Future last trading year

Year code is Blank for Spot Expiration/Index Information.
 F - Futures

26

Product Classification Type

(1)

Space = No Further Definition included                      

Represents a special type of options contract.

O - Options

27 - 29

Option Instrument Code

(3)

 

ITC product code

O - Options

30

Option Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0 = Day 10
  • A - U = day 11- 31

Option maturity  date

O - Options 

31

Option Month Code

(1)

  • F = January
  • G = February
  • H = March
  • J = April
  • K = May
  • M = June
  • N = July
  • Q = August
  • U = September
  • V = October
  • X = November
  • Z = December
  • Y = Spot Expiration/Index Information

Option maturity  month

O - Options

32 - 33

Option Year Code

(2)

The last two digits of the year

Option maturity year

Year code is Blank for Spot Expiration/Index Information.
 O - Options

34

Put/Call Code

(1)

  • P = Put
  • C = Call

Identify put or call options

 O - Options

35 - 41

Strike Price

(7)

 

The delineation of the whole number portion of the price(e.g. a price of 123 4/8th cents will be displayed as 0001234).

The decimal or fractional portion of the price will be defined by the Strike Price Fractional Indicator Code.
 O - Options

42

Strike Price Sign

(1)

  • "+"  =  a positive number (including Zero where appropriate)
  • "-"  =  negative number

Represent positive or negative strike

 O - Options

43

Expiration Indicator

(1)

  • A  = American Style
  • E  = European Style

Identifying the style of Expiration for the Option

 O - Options

44 - 46

Underlying Future Commodity Code

(3)

 

Indicate the product complex

 O - Options

47

Underlying Future Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0      = Day 10
  • A - U = day 11- 31
  • Space = Not Applicable

Underlying Future maturity  date

 O - Options

48

Underlying Future Month Code

(1)

  • F = January
  • G = February
  • H = March
  • J = April
  • K = May
  • M = June
  • N = July
  • Q = August
  • U = September
  • V = October
  • X = November
  • Z = December
  • Y = Spot Expiration/Index Information

Underlying  Future maturity  month

O - Options 

50

Underlying Future Year Code

(2)

The last two digits of the year

Underlying Future maturity year   

Year code is Blank for Spot Expiration/Index Information.
 O - Options

51

Last Trading Date Day Code

(1)

  • 1 - 9  = Day 1 – 9
  • 0  = Day 10
  • A - U = day 11- 31
  • Space = Not Applicable

Option last trading date

 O - Options

52

Last Trading Date Month Code

(1)

  • F = January
  • G = February
  • H = March
  • J = April
  • K = May
  • M = June
  • N = July
  • Q = August
  • U = September
  • V = October
  • X = November
  • Z = December
  • Y = Spot Expiration/Index Information

Option last trading month

 O - Options

53 - 54

Last Trading Date Year Code

(2)

 The last two digits of the year

Option last trading year

Year code is Blank for Spot Expiration/Index Information.
 O - Options

55 -56

Strike Price Fractional Indicator

(2)

 

All fractions are expressed as fractions or in decimals as is customary for the particular commodity.

 O - Options

57

Strike Price Indicator

(1)

  • Space = Normal
  • D = Differential

Identify the manner in which the Strike Prices are coded.

 O - Options
 26 Product Classification Type (1)Space = No Further Definition includedRepresents a special type of Combination S - Spreads
 27 - 46 Spread Description(20) Used to define the type of spread being traded S - Spreads
 47 - 48 Spread Type(2)

See Spread Type

Represent the type of spread  traded S - Spreads
 49 - 50Number of Spread Legs (2) Number of underlying legs that make up the spread S - Spreads
 26Product Classification Type(1) 
  • Space = No Further Definition included
  • I = Index Values             
Represents a special type of index values I - Cash Instruments
 27 - 44Index Description(18) An alphanumeric field that is used to identify, in a standard industry-common format, the specific Cash Instrument being traded I - Cash Instruments
 45 - 56CUSIP #(12) The base number of 6 digits (the 6th digit of which may be alpha or numeric), and a 2 character suffix (either numeric, alphabetic, or both) known as the Issue Number. The 9th character is a check digit. I - Cash Instruments
 57 - 61Yield (5) A 5 digit field containing Cash Instrument yield in 99.999 format (decimal is implied). The Yield is calculated from the Dollar Price via the Securities Industry Association (SIA). I - Cash Instruments
 26 - 71 Control Message(46) Text  messages are provided to update vendors' systems with notification of significant exchange system status changes and to test system integrity. A - Administrative
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