| Tag |
Field Name |
Req'd |
Comments |
| 1236 |
NoMaturityRules |
N |
Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the
stated price range of the underlying instrument
|
| => |
1222 |
MaturityRuleID |
N |
Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated |
| => |
1303 |
MaturityMonthYearFormat |
N |
Format used to generate the MMY for each option contract: |
| => |
1302 |
MaturityMonthYearIncrementUnits |
N |
enumeration specifying the increment unit: |
| => |
1241 |
StartMaturityMonthYear |
N |
Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying |
| => |
1226 |
EndMaturityMonthYear |
N |
Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying |
| => |
1229 |
MaturityMonthYearIncrement |
N |
Value by which maturity month year should be incremented within the specified price range. |
