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Large Trader Reporting Program

  • Large Trader Record Format


    All required records must be submitted together in a single file. Each record is 80 characters long. The specific record format is shown here:

    Record Layout

    Beginning Column

    Length

    Type

    Name

    1

    2

    AN

    Report Type

    3

    3

    AN

    Reporting Firm

    6

    2

    -

    Reserved

    8

    12

    AN

    Account Number

    20

    8

    AN

    Report Date

    28

    2

    AN

    Exchange Code

    30

    1

    AN

    Put or Call

    31

    5

    AN

    Commodity Code (1)

    36

    8

    AN

    Expiration Date (1)

    44

    7

    S

    Strike Price

    51

    1

    AN

    Exercise Style

    52

    7

    N

    Long-Buy-Stopped

    59

    7

    N

    Short-Sell-Issued

    66

    5

    AN

    Commodity Code (2)

    71

    8

    AN

    Expiration Date (2)

    79

    1

    -

    Reserved

    80

    1

    AN

    Record Type

      1. Report Type. This report format will be used to report three types of data: long and short futures and options positions, futures delivery notices issued and stopped, and exchanges of futures for physicals bought and sold. Valid values for the report type are "RP" for reporting positions, "DN" for reporting notices, and "EP" for reporting exchanges of futures for physicals.

      2. Reporting Firm. A number assigned by the CFTC to identify reporting firms.

      3. Account Number. A unique identifier assigned by the reporting firm to each special account. The field is zero filled with account number right-justified.

      4. Report Date. The format is YYYYMMDD, where YYYY is the year, MM is the month, and DD is the day of the month.

      5. Exchange. This is a two-character field used to identify the exchange on which a position is held.

      6. Put or Call. Valid values for this field are "C" for a call option and "P" for a put option. For futures, the field is blank.

      7. Commodity (1). An exchange-assigned commodity code for the futures or options contract.

      8. Expiration Date (1). The date format is YYYYMMDD and represents the expiration date or delivery date of the reported futures or options contract. For date-specific instruments such as flexible products, the full date must be reported. For other options and futures, this field is used to report the expiration year and month for an options contract or a delivery year and month for a futures contract. The day portion of the field for these contracts contains spaces.

      9. Strike price. This is a signed numeric field for reporting options strike prices. The strike prices should be right justified and the field zero filled. The right most character will represent both the value of that digit in the number and the sign of the number.  This character will be interpreted as followings:

    Right Most Character

    Value

    Sign

    0 through 9

    0 through 9

    +

    {

    0

    +

    A

    1

    +

    B

    2

    +

    C

    3

    +

    D

    4

    +

    E

    5

    +

    F

    6

    +

    G

    7

    +

    H

    8

    +

    I

    9

    +

    }

    0

    -

    J

    1

    -

    K

    2

    -

    L

    3

    -

    M

    4

    -

    N

    5

    -

    O

    6

    -

    P

    7

    -

    Q

    8

    -

    R

    9

    -

      10. Exercise Style. Valid values for this field are "A" for American style options, i.e., those that can be exercised at any time during the life of the options; and "E" for European, i.e., those that can be exercised only at the end of an option's life. This field is required only for flexible instruments or as otherwise specified by the Commission.

      11. Long-Buy-Stopped (Short-Sell-Issued). When report type is "RP", report long (short) positions open at the end of a trading day. When report type is "DN", report delivery notices stopped (issued) on behalf of the account. When report type is "EP", report purchases (sales) of futures for cash for the account. Report all information in contracts.

      12. Commodity (2). The exchange assigned commodity code for a futures contract or other instrument that a position is exercised into from a date-specific or flexible option.

      13. Expiration Date (2). Similar to other dates, the format is YYYYMMDD and represents the expiration date or delivery month and year of the future or other instrument that a position is exercised into from a date-specific or flexible option.

      14. Record Type (1). Record type is used to correct errors or delete records that have previously been submitted. Valid values are "A", "C", "D" or "blank". An "A" or "blank" is used in this field for all new records. If the record corrects information for a previously provided record, this field must contain a "C" or "blank" and the record must contain all information on the previously transmitted record. If the record deletes information on a previously provided record, this field must contain a "D" and all information on the previously transmitted record.