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TagFIX NameDescription

→871

InstrAttribType

Tag   871-InstAttribType and tag 872-InstAttribValue function together where tag   871 indicates the type of value that the following tag 872 will contain.

‘24’ = Eligibility

→872

InstrAttribValue

When bit 11 = ‘1’, this indicates product has fractional display price.

37702

MainFraction

Price denominator of main fraction.

37703

SubFraction

Price denominator sub fraction.

9787

DisplayFactor

For products fractional pricing, client   systems can use the Display Factor to determine delimiter placement.

Formatted Price = CME Globex Price * DCF Value, then substitute a delimiter   for the decimal separator.

Example:  Soybean Meal Futures
DCF = 0.1
CME Globex Price = 3276
Formatted Price = 3276 * 0.1 = 327.6 = 327'6

9800

PriceDisplayFormat

Number of digits to the right of tick mark; location of tick mark between whole and   non-whole numbers.

Example: where tag 9800=3, display fractional price as: 112'200

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