17 C.F.R. § C to Part 17

Current through November 30, 2024

Appendix C to Part 17 - Data Elements

	Data element name	Definition for data element
1	Total Message Count	The total number of position reports included in the file.
2	Message Type	Message report type.
3	Sender ID	The CFTC-issued reporting firm identifier assigned to the firm submitting the position report.
4	To ID	Indicates the position report was submitted to the CFTC.
5	Message, Transmit, Datetime	The date and time the file was created.
6	Report ID	A unique identifier assigned to each position report.
7	Record Type (Action)	Indicates the action that triggered the position report.
8	Report Date	The date of the information being reported.
9	Reporting Firm ID	CFTC-assigned identifier for the reporting firm.
10	Special Account Controller LEI	The Legal Entity Identifier ("LEI") issued to the special account controller.
11	Account ID	A 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).
12	Exchange Indicator	The exchange where the contract is traded.
13	Commodity Clearing Code	The clearinghouse-assigned commodity code for the futures or options contract.
14	Product Type	Type of product.
15	Ticker Symbol	Ticker symbol of the product traded.
16	Maturity Month Year	Month and year of the delivery or maturity of the contract, as applicable. Day must be provided when necessary to characterize a contract.
17	Maturity Time	The expiration time of an option or last trading time of a future.
18	Listing Date	Product listing date.
19	First Exercise Date	The earliest time at which notice of exercise can be given.
20	Strike Level	Numeric option moneyness criterion.
21	Alpha Strike	Non-numeric option moneyness criterion.
22	Cap Level	Ceiling value of a capped option or bounded future.
23	Floor Level	Floor value of a capped option or bounded future.
24	Bound or Barrier Type	Behavior of the product when it hits the bound or barrier.
25	Bound or Barrier Level	Bound or barrier level of a contingent option.
26	Put or Call Indicator	Nature of the option exercise.
27	Exercise Style	Type of exercise of an option.
28	Payout Amount	Cash amount indicating the payout associated with the contract.
29	Payout Type	The type of valuation method or payout trigger.
30	Underlying Contract ID	The instrument that forms the basis of an option.
31	Underlying Maturity Month Year	Underlying delivery year and month (and day where applicable).
32	Long Position	The total of long open contracts carried at the end of the day.
33	Short Position	The total of short open contracts carried at the end of the day.
34	Contracts Bought	The 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.
35	Contracts Sold	The 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.
36	EDRPs Bought	The 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.
37	EDRPs Sold	The 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.
38	Delivery Notices Stopped	The number of futures contracts for which delivery notices have been stopped during a day.
39	Delivery Notices Issued	The number of futures contracts for which delivery notices have been issued during a day.
40	Long Options Expired	Long options positions expired without being exercised.
41	Short Options Expired	Short options positions expired without being exercised.
42	Long Options Exercised	Long options positions exercised during the day.
43	Short Options Exercised	Short options positions exercised during the day.
44	Long Futures Assigned	Long futures assigned as the result of an option exercise.
45	Short Futures Assigned	Short futures assigned as the result of an option exercise.
46	Long Transfers Sent	Long positions sent through other transfers during the day. (Do not include give-ups).
47	Long Transfers Received	Long positions received through other transfers during the day. (Do not include give-ups).
48	Short Transfers Sent	Short positions sent through other transfers during the day. (Do not include give-ups).
49	Short Transfers Received	Short positions received through other transfers during the day. (Do not include give-ups).
50	Product-Specific Terms	Terms 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