17 C.F.R. § C to Part 17

Current through October 31, 2024
Appendix C to Part 17 - Data Elements

Data element name Definition for data element
1Total Message CountThe total number of position reports included in the file.
2Message TypeMessage report type.
3Sender IDThe CFTC-issued reporting firm identifier assigned to the firm submitting the position report.
4To IDIndicates the position report was submitted to the CFTC.
5Message, Transmit, DatetimeThe date and time the file was created.
6Report IDA unique identifier assigned to each position report.
7Record Type (Action)Indicates the action that triggered the position report.
8Report DateThe date of the information being reported.
9Reporting Firm IDCFTC-assigned identifier for the reporting firm.
10Special Account Controller LEIThe Legal Entity Identifier ("LEI") issued to the special account controller.
11Account IDA unique account identifier, assigned by the reporting firm to each special account. Assignment of the account number is subject to the provisions of § 17.00(b) and appendix A of this part (Form 102).
12Exchange IndicatorThe exchange where the contract is traded.
13Commodity Clearing CodeThe clearinghouse-assigned commodity code for the futures or options contract.
14Product TypeType of product.
15Ticker SymbolTicker symbol of the product traded.
16Maturity Month YearMonth and year of the delivery or maturity of the contract, as applicable. Day must be provided when necessary to characterize a contract.
17Maturity TimeThe expiration time of an option or last trading time of a future.
18Listing DateProduct listing date.
19First Exercise DateThe earliest time at which notice of exercise can be given.
20Strike LevelNumeric option moneyness criterion.
21Alpha StrikeNon-numeric option moneyness criterion.
22Cap LevelCeiling value of a capped option or bounded future.
23Floor LevelFloor value of a capped option or bounded future.
24Bound or Barrier TypeBehavior of the product when it hits the bound or barrier.
25Bound or Barrier LevelBound or barrier level of a contingent option.
26Put or Call IndicatorNature of the option exercise.
27Exercise StyleType of exercise of an option.
28Payout AmountCash amount indicating the payout associated with the contract.
29Payout TypeThe type of valuation method or payout trigger.
30Underlying Contract IDThe instrument that forms the basis of an option.
31Underlying Maturity Month YearUnderlying delivery year and month (and day where applicable).
32Long PositionThe total of long open contracts carried at the end of the day.
33Short PositionThe total of short open contracts carried at the end of the day.
34Contracts BoughtThe total quantity of contracts bought (gross) during the day associated with a special account, including all block trades and contracts claimed for clearing as a result of trade allocations such as give-ups. Do not include exchanges of derivatives for related positions EDRPs (EFP, EFS or EFR, EOO) or transfers.
35Contracts SoldThe total quantity of contracts sold (gross) during the day associated with a special account, including all block trades and contracts claimed for clearing as a result of trade allocations such as give-ups. Do not include exchanges of derivatives for related positions EDRPs (EFP, EFS or EFR, EOO) or transfers.
36EDRPs BoughtThe quantity of purchases of futures or options in connection with exchanges of futures or options for related positions ("EDRPs") done pursuant to a DCM's rules, disaggregated into quantity of purchases of futures or options in connection with EDRPs by type of EDRP, including exchanges of futures for physical, exchanges of futures for risk, exchanges of options for options, and any other EDRP offered pursuant to a DCM's rules.
37EDRPs SoldThe quantity of sales of futures or options in connection with EDRPs done pursuant to a DCM's rules, disaggregated into quantity of sales of futures or options in connection with EDRPs by type of EDRP, including exchanges of futures for physical, exchanges of futures for risk, exchanges of options for options, and any other EDRP offered pursuant to a DCM's rules.
38Delivery Notices StoppedThe number of futures contracts for which delivery notices have been stopped during a day.
39Delivery Notices IssuedThe number of futures contracts for which delivery notices have been issued during a day.
40Long Options ExpiredLong options positions expired without being exercised.
41Short Options ExpiredShort options positions expired without being exercised.
42Long Options ExercisedLong options positions exercised during the day.
43Short Options ExercisedShort options positions exercised during the day.
44Long Futures AssignedLong futures assigned as the result of an option exercise.
45Short Futures AssignedShort futures assigned as the result of an option exercise.
46Long Transfers SentLong positions sent through other transfers during the day. (Do not include give-ups).
47Long Transfers ReceivedLong positions received through other transfers during the day. (Do not include give-ups).
48Short Transfers SentShort positions sent through other transfers during the day. (Do not include give-ups).
49Short Transfers ReceivedShort positions received through other transfers during the day. (Do not include give-ups).
50 Product-Specific TermsTerms of the contract that are economically material to the contract, maintained in the ordinary course of business by the reporting market listing the contract, and not otherwise reported under the data elements in this appendix.

17 C.F.R. §C to Part 17

89 FR 47457 , 8/2/2024