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This file contains two types of records:
1. Settlement Price Data Record
2. End of File Record
The following is the descriptions of the file.
i) When you open the file, you will see the data as follows:
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00001CHT
C110601000 001136000033
00002CHT C110601100 001036000033
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11867WHL P111202800 000517000048
11868WHL P111203000 000660000048
EOFzz 20110624
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ii) The file
layout is described as
below:
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Record Type 1
- Settlement Price Data
Record
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Record Type 2
- End of File Record
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iii) Detailed
descriptions of Settlement
Price Data Record
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Data:
00001CHT C110601000 001136000033
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Column
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Length
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Data Description
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Sample
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Remarks
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1 – 5
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5
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Line Number
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00001
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The 1st record
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6 – 9
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4
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Option Class
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CHT
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China Telecom
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10
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1
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Option Type (C/P)
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C
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Call
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11 – 14
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4
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Expiration Month (YYMM)
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1106
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June 2011
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15 - 19
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5
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Exercise Price (999.99)
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01000
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$10.00
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20
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1
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Space
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21 – 29
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9
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Option Series Settlement Price (9999.99999)
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001136000
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$11.36000
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30 - 32
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3
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Implied Volatility (999%)
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033
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33%
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iv) Detailed
descriptions of End-Of-File
Record
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Data: EOFzz
20110624
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Column
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Length
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Data Description
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Sample
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Remarks
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1 – 3
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3
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End of file
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EOF
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4 – 5
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2
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End-of-file indicator
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zz
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Last Record
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6
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1
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Space
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7 – 14
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8
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Business Date
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20110624
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24-Jun-2011
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