§ 21.02a - Special calls for machine-readable information.

(a) Upon special call by the Commission for information relating to futures and/or option positions held on the dates specified in the call, each futures commission merchant, member of a contract market and foreign broker shall furnish to the Commission in accordance with paragraph (b) of this section the following information concerning accounts of traders owning or controlling such futures and/or option position, except for accounts carried by another futures commission merchant on a fully disclosed basis, as may be specified in the call:

(1) Account number;

(2) The name and address of the person for whom each account is carried; and

(3) The number of open futures and/or options contracts carried in each account as specified in the call.

(b) Except as provided in paragraph (c), the information shall be furnished in the following form and manner:

(1) Reporting medium. Except as otherwise specifically approved by the Commission, information shall be provided on compatible data processing media.

(2) File layout. All required machine records shall be submitted together in a single file. Each record will be 80 characters long with a record type indentifier in the first four positions and a record sequence indentifier in the last eight positions. Specific record formats are a set of COBOL language record descriptions. Four records are defined as follows:

(i) Type 400A records are an identification record used to pass data specifying the firm that is reporting. One 400A record should be included in the file.

(ii) Type 410B and 411C records are account identification records. Type 410B records are used to furnish account numbers. A series of type 411C records are used to transmit the name and address of the accounts. A series of 411C records should follow each 410B record.

(iii) Type 520E records are open position records. A series of 520E records should follow the last 411C record for each account.

(3) The required record description is as follows:

(4) Field definitions. Field definitions for each record are as follows:

(i) Record type identifier. Unique identifier used by CFTC to transmit the format and implied meaning of data in a record. Valid values are 400A, 410B, 411C, and 520E.

(ii) Report date. This is the date specified in the call for which the futures commisssion merchant or member provides position information. Dates should be encoded as six numeric characters—YYMMDD where YY is the last 2 digits of the year, MM is the month, and DD is the day of the month coded with a leading 0 for months and days 1-9.

(iii) Reporting firm name. The name of the firm which must respond to the Commission's call. The name of the firm is left justified in the field.

(iv) Account number. A unique identifier for each account reported to the Commission under the § 21.02a call. This can be any sequence of alphanumeric characters not to exceed 48 characters which are left justified in the field.

(v) Name and address. The name and address of the person (individual or firm) for whom the account is carried. No specific format is required. Information is encoded in columns 5 through 72 on the 411C records. One 411C record corresponds to one line of characters used by respondents to maintain customer name and address on their system. There is no limit on the number of 411C records which can be used to transmit the information.

(vi) Commodity ID. A 6-digit numeric sequence uniquely identifying a contract traded on a particular exchange. The 6-digit numbers will be supplied by the Commission in the special call.

(vii) Year and month. The year and month of delivery of the commodity specified in the futures contract, encoded as for characters YYMM. YY is the last two digits of the year and MM is the month, with a leading 0 for months 1-9.

If options information is being transmitted, this corresponds to the delivery month and year of the future upon which the option is traded or, in the case of options on physicals, the options expiration month and year.

(viii) Put or call identifier. If the 520E record is used to transmit futures data, this field is blank. For put options, encode this field with a “P,” for call options a “C”.

(ix) Strike price. For futures information, this field is blank. For options, the first position is a decimal indicator (D) and in the second through eighth positions the integer strike price (IIIIIII). The value of the option strike price is computed IIIIIII*EXP10)(−D). Thus, 30004375 is interpreted as 4375*EXP10(−3) =4.375=43/8.

(x) Open long (short) positions. Total number of long (short) contracts in the commodity specified in the call that are open on the firm's books for a particular account as of the end of the trading day specified in the call. The field should be zero filled with right justified integers from 0 to 99999999.

(c) Response to special calls made pursuant to this section may be satisfied by responding as if the special call were issued under § 21.02 of this chapter, or in machine-readable form in a manner other than that specified in paragraph (b), in the discretion of the Director of the Division of Market Oversight, upon a showing that the futures commission merchant, member of a contract market, or foreign broker is not able technologically to provide the information in the form required by this section. Petitions for exemption under this paragraph must be filed sufficiently in advance of the date specified in the special call to provide the Director with a period for consideration of the petition which is reasonable under the circumstances.