<MaturityRules> Component Block

Used in :

Tag Field Name FIXML Req'd Comments
1236 NoMaturityRules MatRules 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 @MatRuleID C

Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated

=> 1303 MaturityMonthYearFormat @MMYFmt N

Format used to generate the MMY for each option contract:

=> 1302 MaturityMonthYearIncrementUnits @MMYIncrUnits N

enumeration specifying the increment unit:

=> 1241 StartMaturityMonthYear @StartMMY N

Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying

=> 1226 EndMaturityMonthYear @EndMMY N

Ending maturity month year to which the StrikeIncrement applies. Price refers to the price of the underlying.

=> 1229 MaturityMonthYearIncrement @MMYIncr N

Value by which maturity month year should be incremented within the specified price range.