Market Data Reports Output Specification

Transcription

1 Market Data Reports Output Specification Version 5.32 Please respond to: LME Helpdesk LME Market Data Reports Output Specification Version

2 Change History Chapter Section/Report Revi sion Date Author Notes All All Mar 07 SU/SPD Original 11 Options Matched Trades Mar 07 SU/SPD Modified trade types All All Mar 07 SU Modified the report outputs, contract types and examples 19 Prompt Calendar Report 7,8,10 Exchange Open Interest Mar 07 SU Modify the report in line with the other reports thereby break the input commodity to commodity code and currency description Mar 07 SU Removed the turnover fields in line with MDS 18 Market Open Interest Mar 07 SU Description of the report with modified example further to reuters request 12 Warehouse Stock Movements 3,4 Futures Trading Volume (Summary & Detail) 3 Futures Trading Volume Summary 4,6 Trading Volume Detail (Futures & Options) Mar 07 SU Description of the report, table for all warehouse locations and an example with different locations, status and plastics commodity type further to reuters request Apr 07 SU Modified the trade type to qualifier in line with price qualifier in MDS Apr 07 SU Modified the qualifier table to include current morning market value Apr 07 SU Modified the reports to include the expiry and prompt dates and exclude the qualifiers and Contract types LME Market Data Reports Output Specification Version

3 3,5 Trading Volume Summary (Futures & Options) 10 Options Open Interest Detail 6 Options Trading Volume Detail 17 Final Auto Exercise Strike Price Apr 07 SU Modified the time of dissipation of reports in line with current MDS Apr 07 SU Include the Contract type, Call put indicator and position change fields in the report. Filter on options trading volume, position change and options open interest not equals zero Apr 07 SU Filter on options trading volume, position change and options open interest not equals zero Apr 07 SU Modified the report output to include currency description All All Apr 07 SU Modified the report names to reflect consistency in all systems 2 Common Enumerated Fields 12 Warehouse Stock Movements Apr 07 SU Modified the section from trade type to qualifier and removed the qualifier section within the FTS report. Added more values for the qualifier Apr 07 SU Modified the report description section because S message type was missed out before 2.25 All Apr 07 SU Included a section for list of commodity mnemonics within common enumerated fields sections with changes made after introduction of new plastics 15 Provisional or Auto- Declared Traded Options 17 Final Auto Exercise Strike Price May 07 SU Included the Expiry date field in the structure and example output May 07 SU Included the Expiry date field in the structure and example output 2 All May 07 SU Included a Note which mentions the impact of plastics changes on the data in the various reports LME Market Data Reports Output Specification Version

4 19 Prompt Calendar Report May 07 SU Modified the structure of the report to move publish date between currency description and prompt date. Also modified the example output Market Open Interest May 07 SU Modified the structure to include prompt date and strike price. Modified the example output to have 0 against strike price for futures contract 2.23 Contract types May 07 SU Added the contract type T for totals in the list of values All Example Output May 07 SU Appended examples of outputs for New Plastics where applicable else mentioned as note that there is no change 7.1 Futures Open Interest Summary 11.1 Options Matched Trades 6.2, 9.2 Options Open Interest Summary & Options Trading Volume Detail May 07 SU Modified the report time in the section from 09:15 to 09:10 in line with the current MDS System May 07 SU Modified the report schedule times in line with the current MDS system Jun 07 SU The expiry date fields have been modified to calculate the last business date for TAPO s 2.3 Prompt Calendar Jun 07 SU Modified the time to 00:01 from 00: Prompt Calendar Jun 07 SU Modified the description to include when the report is distributed 11.1 Options Matched Trades 11.2 Options Matched Trades 11.3 Options Matched Trades Jun 07 SU Modified the 9:30 report to pickup current day s data Jun 07 SU Removed the field Cross trade Indicator Jun 07 SU Modified the example report output to exclude Cross trade Indicator field LME Market Data Reports Output Specification Version

5 16.3 Notional Average Prices 6.3 Options Trading Volume Detailed Jun 07 SU Modified the example output notional average price tag to notional average price tag Jun 07 SU Modified the example output by replacing CAD with USD All All Jun 07 SU All notes on plastics changes have been modified considering that plastics have gone live 2.3 List of reports produced 2.3 List of reports produced 2.3 List of reports produced 2.3 List of reports produced 13.1 Warrant Holdings Reports 20 Plastics Shelf Life Full Detail Report 21 Plastics Shelf Life Full Summary Report 22 Plastics Shelf Life Partial Summary Report Jul 07 SU Changed the time of delivery in the spec for FAE and PTO Jul 07 SU Changed the Item 6 OMT data as of to Today from Yesterday Jul 07 SU Change of the times for field report sent out at to the exact time of distribution of the report Aug 07 SU Modified the date as of column for WHC/WHT and WHL reports from yesterday to day before yesterday Aug 07 SU Modified the description to reflect data for previous business day -1 figures instead of previous business day Sep. 07 PE Added Plastics Shelf Life Full Detail Report Sep. 07 PE Added Plastics Shelf Life Full Summary Report Sep. 07 PE Added Plastics Shelf Life Partial Summary Report LME Market Data Reports Output Specification Version

6 Location (List of Values) Grade (List of Values) Commodity Mnemonics Grade (List of Values) Location (List of Values) Location (List of Values) Grade (List of Values) Grade (List of Values) Grade (List of Values) Matched Trade Types Commodity Mnemonics Oct. 07 PE Removed UK: AVON Avonmouth. Added Korea: INCH Incheon Port, USA: MOBI Mobile and USA: HOUS Houston Oct. 07 PE Added new grades for Aluminium Alloy Oct 07 PE Added Steel commodity codes Dec 07 MS Added Grade Codes for new Steel Billet Contracts Dec 07 MS Added Turkish Marmara Region as delivery location for Steel Billet Contracts Apr 08 MS Turkish Marmara Region as delivery location for Steel Billet Contracts, is replaced by TEKI (for Tekirdag) Jul 08 MS Added new Steel Billet Grade Codes Jul 08 MS Added new Plastic Grade Codes Jul 08 MS Added Baton Rouge (BATO) Nov 08 DJB Removed this section & renumbered following sections Nov 08 DJB Removed Silver commodity mnemonic and sort into alphabetical order. LME Market Data Reports Output Specification Version

7 7.2 Data Item Description Location (List of Values) Nov 08 DJB Changed description of T4_15_OR_27_MTH_LOTS Nov 08 DJB Added Toledo (TOLE), Kocaeli (KOCA) and Iskenderun (ISKE) Removed Moji (MOJI) 18 MOI Nov 08 DJB Removed comment re. not available until Plastics go live Plastics Shelf Life Full Details Report 20.2 Plastics Shelf Life Full Details Report 20.3 Plastics Shelf Life Full Details Report 21.1 Plastics Shelf Life Full Summary Report 21.2 Plastics Shelf Life Full Summary Report 21.3 Plastics Shelf Life Full Summary Report 22.1 Plastics Shelf Life Partial Summary Report 22.2 Plastics Shelf Life Partial Summary Report Dec 08 DJB Change description to 48 months instead of Dec 08 DJB Change description of STOCK_PERIOD tag to go out to 48 months instead of 36 months Dec 08 DJB Replace example with one that goes out to 48 months Dec 08 DJB Change description to 4 years instead of Dec 08 DJB Change description of STOCK_PERIOD tag to add range M Dec 08 DJB Replace example with one that goes out to 48 months Dec 08 DJB Change description to 3 years summary plus 12 individual months Dec 08 DJB Change description of STOCK_PERIOD tag to add third summary year then have 12 individual month totals out to 48 months. LME Market Data Reports Output Specification Version

8 22.3 Plastics Shelf Life Partial Summary Report Grade (List of Values) Dec 08 DJB Replace example with one that goes out to 48 months Dec 08 DJB Add Nickel code BBRI for Bagged Briquettes 2.1 Index of Reports Mar 09 DJB Index of Reports updated to add new CVS Contributed Volatilities and Strikes report Qualifier (List of Values) 2.3 List of Reports with Data Produced 3.3 Futures Trading Volume Summary Example Output 23 CVS Contributed Volatilities and Strikes Location (List of Values) Location (List of Values) Grade (List of Values) Mar 09 DJB Tidy up definition descriptions Mar 09 DJB Add in new CVS Contributed Volatilities and Strikes report Mar 09 DJB Corrected FTS example report Mar 09 DJB New report definition added for CVS Contributed Volatilities and Strikes report Apr 09 DJB Added Izmir (IZMI) and Istanbul (ISTA) May 09 DJB Added Port Klang (POKL) Jul 09 DJB Amended following grade codes: Aluminium Alloy-Ingots-IN12 (typead12) change to (typed12s) Aluminium Alloy-Ingots-IN26 (typed226) change to (type226) Aluminium Alloy-Large Sows-LS12 add (type D12S) Aluminium Alloy-Small Sows-SS12 add (type D12S) LME Market Data Reports Output Specification Version

9 Aluminium Alloy-TBars-TB12 add (type D12S) Location (List of Values) Grade (List of Values) Location (List of Values) 23 PYB Plastics Yearly Breakdown 24 CVS Contributed Volatilities and Strikes Grade (List of Values) Location (List of Values) Grade (List of Values) 12.1 Warehouse Stock Movements Report Description Stock Status (List of Values) Aug 09 DJB Column added to Location table to show which commodities are deliverable at each location. Replaced Newcastle (NEWC) and Sunderland (SUND) by Tyne and Wear (TYNW) Oct 09 DJB Added new Cobalt and Molybdenum grade codes Oct 09 DJB Added FM to BELGIUM / ANTW and new Cobalt and Molybdenum delivery points Oct 09 DJB New report definition added for PYB Plastics Yearly Breakdown report Oct 09 DJB CVS report re-numbered to item 24 to allow insertion of PYB report with other Plastics reports Nov 09 DJB Ingot and Granule grade codes added for Cobalt Nov 09 DJB Remove AA, CA, PB, SN and ZS from the Gothenberg Location Jan 10 DJB Additional Nickel Cathode grades added Jan 10 DJB Remove references to qualifier q Jan 10 DJB Remove references to qualifier q. LME Market Data Reports Output Specification Version

10 2.1 Index of Reports Jan 10 DJB Index of Reports updated to add new PYB Plastics Yearly Breakdown report Commodity Mnemonics 2.3 List of Reports with Data Produced 23 PYB Plastics Yearly Breakdown 20 Plastics Shelf Life Full Detail Report 21 Plastics Shelf Life Full Summary Report 22 Plastics Shelf Life Partial Summary Report 24 Contributed Volatilities and Strikes 12 Warehouse Stock Movements Grade (List of Values) 2.3 List of Reports with Data Produced Jan 10 DJB Cobalt and Molybdenum added to the list of Commodity Mnemonics Jan 10 DJB Add in new PYB Plastics Yearly Breakdown report Feb 10 DJB Added in PYB report effective from 12th April Feb 10 DJB Added in PFD report available until 9th April Feb 10 DJB Added in PFS report available until 9th April Feb 10 DJB Added in PPS report available until 9th April Apr 10 DJB Changed report description and example report for ATM value * Apr 10 DJB Delete table EXPIRY (List of Values) in and re-number May 10 DJB Removed Cobalt Granules May 10 DJB Remove Plastics Shelf life Reports LME Market Data Reports Output Specification Version

11 2.3 List of Reports with Data Produced 2.3 List of Reports with Data Produced 20 Plastics Shelf Life Full Detail 21 Plastics Shelf Life Full Summary 22 Plastics Shelf Life Partial Summary 23 to 20 Plastics Yearly Breakdown 24 to 21 Contributed Volatilities and Strikes 21 Contributed Volatilities and Strikes 12 Warehouse Stock Movements Report 11 Option Matched Trades Report Commodity Mnemonics May 10 DJB Change time of MOI report from 09:00 to 08: May 10 DJB Remove Plastics Shelf life Reports May 10 DJB Remove Plastics Shelf Life Full Detail report May 10 DJB Remove Plastics Shelf Life Full Summary report May 10 DJB Remove Plastics Shelf Life Partial Summary report May 10 DJB Renumber section from 23 to May 10 DJB Renumber section from 24 to May 10 DJB Clarification of volatility calculation added May 10 DJB Report description updated to say stock reported in tonnes May 10 DJB Updated report description for accumulation of report Jun 10 AH Removed FF; changed description for FM to Steel Billet LME Market Data Reports Output Specification Version

12 Location (List of Values) Jun 10 AH List FM for JOHO (Johor)/Malaysia and INCH (Incheon)/Korea Remove FF from JOHO (Johor)/Malaysia and INCH (Incheon)/Korea 2.1 Index of Reports Jun 10 DJB Index of Reports updated to add new XAU LBMA Gold Forward Curve Report. 2.3 List of Reports with Data Produced 23 XAU LBMA Gold Forward Curve Report Location (List of Values) Location (List of Values) 21 Contributed Volatilities and Strikes 22 XAU LBMA Gold Forward Curve Report Jun 10 DJB Add in new XAU LBMA Gold Forward Curve Report Jun 10 DJB New report definition added for XAU LBMA Gold Forward Curve Report Jun 10 AH FM added to NEWO (New Orleans)/USA location, Oct10 AH List FM for CHIC (Chicago)/USA and DETR (Detroit)/USA List CO for ANTW (Antwerp)/Belgium Oct10 AH Removed ATM strike prices from CVS Report definition and report output example Nov 10 DJB Correct report example for XAU LBMA Gold Forward Curve Report to use Price Type of RATE 2.1 Index of Reports Dec 10 DJB Index of Reports updated to add new ABR Asian Benchmark Report 2.3 List of Reports with Data Produced 23 ABR Asian Benchmark Report Dec 10 DJB Add in new ABR Asian Benchmark Report Dec 10 DJB New report definition added for ABR Asian Benchmark Report LME Market Data Reports Output Specification Version

13 Grade (List of Values) 21 Contributed Volatilities and Strikes 22 LBM LBMA Forward Curve Reports 22 LBM LBMA Forward Curve Reports Jan 11 DJB Add in Steel Billet LME1 to LME9 (LME Grade 1 to LME Grade 9) Feb 11 DJB Add call premium and put premium into CVS Report record definition and report output example. Add ATM strike prices indicator to allowed field values for OPT_POSN Feb 11 DJB Change LBMA Forward Curve Report code from XAU to LBM and add in Silver XAG as a valid commodity code Mar 11 DJB Add LBMA Gold Interest Rate Swaps with commodity code AUI All All Mar 11 ST Remove all reference to Plastics 21 LBM LBMA Forward Curve Reports 2.3 List of Reports with Data Produced Location (List of Values) 20 Closing Volatilities and Strikes Commodity Mnemonics May 11 DJB Remove 18M tenor for AUI from LBM report description and example June 11 DJB Changed time for LBM report from 17:10 to 17: June 11 DJB List FM for BILB (Bilbao)/Spain (effective 28 th July) List FM for RAVE (Ravenna)/Italy (effective 16 th September) Aug 11 JH Renaming of report from Contributed to Closing Volatilities and Strikes Update report description to detail TAPO wing data set. Addition of Contract Type to differentiate Traded Options and TAPO s. Update Example report and ordering Oct 11 DJB Added Swaps codes to the commodity mnemonics table. Re-formatted document into LME standard template. LME Market Data Reports Output Specification Version

14 Location (List of Values) 21 LBM LBMA Forward Curve Reports 2.3 List of Reports with Data Produced 14.1 Futures Banding Report 2.3 List of Reports with Data Produced 16.1 Notional Average Prices Report 16.3 Notional Average Prices Report Dec 11 DJB Remove GOTH (Gothenberg)/Sweden from list of Locations Dec 11 DJB Added Spot price to Gold and Silver Forward Curves Dec 12 DJB Changed time for FBN report from Yesterday to Day Before Yesterday Dec 12 DJB Updated description to Day before Previous Day Jan 13 DJB Changed time for NAP report from 19:00 to 18: Jan 13 DJB Updated time in description to 18: Jan 13 DJB Updated time in example to 18: Index of Reports Mar 13 JH ABR Asian Benchmark Report removed as replaced with ABR price messages to Client Interface Specification 2.3 List of Reports with Data Produced 22 ABR Asian Benchmark Report Grade (List of Values) Mar 13 JH ABR Asian Benchmark Report removed as replaced with ABR price messages to Client Interface Specification Mar 13 JH ABR Asian Benchmark Report removed as replaced with ABR price messages to Client Interface Specification May 13 DJB Additional Nickel grade added for Bagged Pellets Title & Title & Footers Nov 13 DJB Change Document Name, Title and Footers from MDD Reports Output Specification LME Market Data Reports Output Specification Version

15 Footers Associated Documents Associated Documents to Market Data Reports Output Specification Nov 13 DJB Remove LME MDD Client Specification and replace with Select 7 FIX Specification and Select 7 MDD FIX Specification Examples Location (List of Values) Location (List of Values) Location (List of Values) 15.1 Provisional or Auto- Declared Traded Options Report 17.1 Final Auto Exercise Strike Price Report Nov 13 DJB Remove CA from GENO Remove FM from CHIC / DUBA. Add PB to BUSA / GWAN / INCH. Add SN to POKL. Remove ISKE / ISTA / IZMI / LOUV. Add KAOH (Kaohisung)/Taiwan to list of Locations. Add AA / AH / CA / NI / PB / SN / ZS to KAOH Dec 13 DJB Add MOER (Moerdijk)/Netherlands to list of Locations. Add AA / AH / CA / NI / PB / SN / ZS to MOER Jan 14 DJB Remove LONG (Long Beach)/USA from list of Locations Jan 14 DJB Description clarified for Declaration Day moving to a Thursday if the First Wednesday is an LME holiday Jan 14 DJB Description clarified for Declaration Day moving to a Thursday if the First Wednesday is an LME holiday. 2.1 Index of Reports Sep 14 DJB LBM LBMA Forward Curve Reports removed. 2.3 List of Reports with Data Produced Sep 14 DJB LBM LBMA Forward Curve Reports removed. LME Market Data Reports Output Specification Version

16 21 LBM LBMA Forward Curve Reports 21 Precious Metal Reports Sep 14 DJB LBM LBMA Forward Curve Reports removed May 15 AB New Platinum and Palladium Prices report section 2.1 Index of Reports May 15 AB New Platinum and Palladium Prices report table entry 2.3 List of Reports with Data Produced May 15 AB New Platinum and Palladium Prices reports table entries 1 Introduction May 15 AB System providing Market data set to LMEselectMD and associated document references changed 2 Report Overview May 15 AB System providing Market data set to LMEselectMD Commodity Mnemonics /06/15 AB New Contracts Change - Addition of new contracts for Premium Futures (4 contracts) Steel (2 contracts) Grade /06/15 AB New Contracts Change - Premium Contract Grades Location /06/15 AB New Contracts Change - Premium Contract Locations 13.1 Report Description (Warrant Holding / TOM / Cash) /06/15 AB New Contracts Change - Special note on Premium Futures contracts Grade List /08/15 AB Add Coarse Grain Powder grade for Cobalt Location List /08/15 AB Remove FM as a Delivery Point from Warehouse list (as FM delisted). 11 OMT Report /11/15 AB Publish additional OMT report at ,6 & 11 OTS, OTD & OMT /11/15 AB Defer publication of large trades LME Market Data Reports Output Specification Version

17 6 OTD /11/15 AB Extend report to include new columns for Trade Date & Month Description. 9 & 10 OIS & OID /11/15 AB Defer publication of reports by 48 hours (from 24 hours) 12 WSM /11/15 AB Aluminium & Premium Aluminium Reporting note 13 Warrant / Tom Cash Banding 5 Options Trading Volume Summary Report 6 Options Trading Volume Detail Report 11 Options Matched Trades Report 5 Options Trading Volume Summary Report 7 Futures Open Interest Summary 5 Options Trading Volume Summary Report 6 Options Trading Volume Detail Report /11/15 AB Aluminium & Premium Aluminium Reporting note /03/16 AB Enumerate the Matched Trade Types included in the OTS Report /03/16 AB Enumerate the Matched Trade Types included in the OTD Report /03/16 AB Enumerate the Matched Trade Types included in the OMT Report /03/16 AB Additional Trade Date column in OTS report /05/16 AB Clarify column meaning either side of 3M /07/16 AB Threshold size for large trades vary by commodity /07/16 AB Threshold size for large trades vary by commodity. 11 Options Matched /07/16 AB Threshold size for large trades vary by commodity. LME Market Data Reports Output Specification Version

18 Trades Report 11 Options Matched Trades Report /12/16 PS The OMT has been decommissioned and replaced by a real-time feed of option and TAPO trades. LME Market Data Reports Output Specification Version

19 Associated Documents Document Select 7 FIX Specification Select 7 MDD FIX Specification Examples LME Market Data Reports Output Specification Version

20 Contents 1 Introduction 24 2 Report Overview Index of Reports Common Enumerated Fields QUALIFIER (List of Values) CONTRACT_TYPE (List of Values) CROSS_TRADE_INDICATOR (List of Values) COMMODITY MNEMONICS List of Reports with Data Produced 30 3 Futures Trading Volume Summary Report Report Description Data Item Description Example Output 34 4 Futures Trading Volume Detail Report Report Description Data Item Description Example Output 40 5 Options Trading Volume Summary Report Report Description Data Item Description Example Output 44 6 Options Trading Volume Detail Report Report Description Data Item Description Example Output 52 7 Futures Open Interest Summary Report (EOI) Report Description Data Item Description 55 LME Market Data Reports Output Specification Version

21 7.3 Example Output 56 8 Futures Open Interest Detail Report (EOI) Report Description Data Item Description Example Output 61 9 Options Open Interest Summary Report (EOI) Report Description Data Item Description Example Output Options Open Interest Detail Report (EOI) Report Description Data Item Description Example Output Warehouse Stock Movements Report Report Description Special Note on Aluminium Stock Data Data Item Description STOCK_STATUS (List of Values) GRADE (List of Values) LOCATION (List of Values) Example Output Warrant Holdings, Warrant Holdings Tom and Warrant Holdings Cash Reports Report Description Special Note for Premium Future Contracts Data Item Description Example Output Example Output (TOM) Example Output (CASH) Futures Banding Report 99 LME Market Data Reports Output Specification Version

22 13.1 Report Description Data Item Description LONG_SHORT_IND (List of Values) Example Output Provisional or Auto-Declared Traded Options Report Report Description Data Item Description Example Output Notional Average Prices Report Report Description Data Item Description Example Output Final Auto Exercise Strike Price Report Report Description Data Item Description Example Output Market Open Interest Report Report Description Data Item Description Example Output Prompt Calendar Report Report Description Data Item Description Example Output Closing Volatilities and Strikes Report Description Data Item Description Example Output Platinum and Palladium Prices 129 LME Market Data Reports Output Specification Version

23 20.1 Report Description Data Item Description Example Output 131 LME Market Data Reports Output Specification Version

24 1 Introduction This document describes the content of the reports that are published by the LMEselectMD System. Note that this document describes the report content only for details on how to receive reports, please refer to the Select 7 MDD FIX Specification and the Select 7 MDD FIX Specification Examples documentation. LME Market Data Reports Output Specification Version

25 2 Report Overview This section provides a list of the reports which are provided through LMEselectMD. 2.1 Index of Reports No. Code Name 1 FTS Futures Trading Volume Summary 2 FTD Futures Trading Volume Detail 3 OTS Options Trading Volume Summary 4 OTD Options Trading Volume Detail 5 FIS Futures Open Interest Summary 6 FID Futures Open Interest Detail 7 OIS Options Open Interest Summary 8 OID Options Open Interest Detail 9 WSM Warehouse Stock Movements 10 WHL Warrant Holdings 11 WHT Warrant Holdings Tom 12 WHC Warrant Holdings Cash 13 FBN Futures Banding 14 PTO Provisional or Auto-Declared Traded Options 15 NAP Notional Average Prices 16 FAE Final Auto Exercise Strike Price 17 MOI Market Open Interest 18 PRC Prompt Calendar Report 19 CVS Closing Volatilities and Strikes 20 LBM Platinum and Palladium Prices LME Market Data Reports Output Specification Version

26 2.2 Common Enumerated Fields QUALIFIER (List of Values) Qualifier Description R1 Ring 1 R2 Ring 2 R3 Ring 3 R4 Ring 4 K1 Kerb 1 6 K2 Kerb 7 10 C1 Second Ring 1 C2 Second Ring 2 C3 Second Ring 3 C4 Second Ring 4 D1 Second Kerb 1 D2 Second Kerb 2 D3 Second Kerb 3 D4 Second Kerb 4 D5 Second Kerb 5 D6 Second Kerb 6 D7 Second Kerb 7 D8 Second Kerb 8 D9 Second Kerb 9 D10 Second Kerb 10 CP CM Pre Market (Any trade with time <12:20, i.e. non time coded trades) Current Morning includes R1, R2, K1 K6, D1 D6, C1, C2, Select, telephone and OTC CT Current day total (includes all i.e. R1 R4, K1 K10, C1 C4, D1 D10, telephone, SELECT, etc) LME Market Data Reports Output Specification Version

27 IO Previous day totals CT (R1 R4, K1 K10), i.e. Current day total for previous day less all ring and kerb trades CONTRACT_TYPE (List of Values) Value F TC TP AC AP Description Futures Traded Options Call Traded Options Put TAPO Call TAPO Put *C Total Calls *P Total Puts T Totals CROSS_TRADE_INDICATOR (List of Values) Value X <NULL> Description Cross Trade Not Cross Trade COMMODITY MNEMONICS Value AA AE AH Description Aluminium Alloy Aluminium Premium Future, East Asia (Japan, Korea, Taiwan) Aluminium High Grade LME Market Data Reports Output Specification Version

28 AN AS AW CA CO FM MA MC ML MM MN MO MP MS MX MZ NA NI OA OC OL OM ON Aluminium Premium Future, Extended US Midwest / North American Aluminium Premium Future, South East Asia (Singapore, Malaysia) Aluminium Premium Future, Western Europe Copper A Grade Cobalt Steel Billet LMEmini Primary Aluminium LMEmini Copper A Grade LMEmini Aluminium Alloy LMEmini North American Special Aluminium LMEmini Primary Nickel Molybdenum LMEmini Lead LMEmini Tin LMEX LMEmini Special High Grade Zinc North American Special Aluminium Alloy Primary Nickel Primary Aluminium Average Price Swap Grade A Copper Average Price Swap Aluminium Alloy Average Price Swap NASAAC Average Price Swap Nickel Average Price Swap LME Market Data Reports Output Specification Version

29 OP OS OZ PB SC SN SR ZS Standard Lead Average Price Swap Tin Average Price Swap Special High Grade Zinc Average Price Swap Lead Steel Scrap Tin Steel Rebar Special High Grade Zinc LME Market Data Reports Output Specification Version

30 2.3 List of Reports with Data Produced SI No Report Code Report Description Report sent out at Data as of 1 PRC Prompt Calendar Report 00:01 Today 2 WSM Warehouse Stock Movements 09:00 Yesterday 3 MOI Market Open Interest 08:45 Day before yesterday 4 FIS Futures Open Interest Summary 09:12 Yesterday 5 OIS Options Open Interest Summary 09:11 Today-2 6 LBM Platinum and Palladium Prices 09:55 Today 7 OTS Options Trading Volume Summary 10:01 Yesterday 8 FTS Futures Trading Volume Summary 10:01 Yesterday 9 FID Futures Open Interest Detail 10:17 Yesterday 10 FTD Futures Trading Volume Detail 10:17 Yesterday 11 OID Options Open Interest Detail 10:34 Today-2 12 OTD Options Trading Volume Detail 10:34 Yesterday 13 FBN Futures Banding 11:00 14 WHL Warrant Holdings 11:00 15 WHC Warrant Holdings Cash 11:00 16 WHT Warrant Holdings TOM 11:00 Day before Yesterday Day before Yesterday Day before Yesterday Day before Yesterday 17 OTS Options Trading Volume Summary 12:21 Today 18 FTS Futures Trading Volume Summary 12:21 Today 19 LBM Platinum and Palladium Prices 14:10 Today 20 OTS Options Trading Volume Summary 14:21 Today 21 FTS Futures Trading Volume Summary 15:45 Today LME Market Data Reports Output Specification Version

31 22 PTO Provisional or Auto-Declared Traded Options 18:01 Monthly 23 OTS Options Trading Volume Summary 18:02 Today 24 FTS Futures Trading Volume Summary 18:01 Today 25 NAP Notional Average Prices 18:15 Today 26 FAE (ATO) Final Auto Exercise Strike Price 19:31 Monthly 27 CVS Contributed Volatilities and Strikes 18:15 Today LME Market Data Reports Output Specification Version

32 3 Futures Trading Volume Summary Report 3.1 Report Description The Futures Trading Volume Report provides the traded volume based on future matched trades. The report is supplied for all futures matched trades from the start of the day to the requested time or at the end of the day (if yesterday s data is requested). The futures trading volumes are provided as per the schedule mentioned below. Time Description 10:00 Previous days official volumes: 12:20 Current (pre market) volumes: 15:45 Ring 1, Ring 2, Kerb 1 and current (morning) markets data 18:00 Ring 3, Ring 4, Kerb 2, Current (today s unofficial) and Current (today s) inter-office data LME Market Data Reports Output Specification Version

33 3.2 Data Item Description Tag Description COMM_MNEMONIC CURRENCY_DESC QUALIFIER FUTURES_TRADING_VOLUME Metal code Currency description Values of either the trade types or totals Futures trading volume LME Market Data Reports Output Specification Version

34 3.3 Example Output <?xml version= 1.0?> - <REPORT> <IDENTIFICATION REPORT_CODE= FTS REPORT_NAME= Futures Trading Volume Summary REPORT_DATE= REPORT_TIME= 1000 REPORT_VERSION= 100 /> <ISSUE_CODE>C</ISSUE_CODE> <CNTS COLUMN_COUNT= 4 ROW_COUNT= 31 /> <DATA> <ROW> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>002405</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000725</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000010</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>001789</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>163198</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000604</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000079</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> LME Market Data Reports Output Specification Version

35 <FUTURES_TRADING_VOLUME>001698</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>114889</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>FM</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000006</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>MC</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000001</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>NA</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>004123</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000080</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000002</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000081</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>022547</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000117</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> LME Market Data Reports Output Specification Version

36 <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000122</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000008</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>020603</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>SN</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000034</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>SN</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000010</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>SN</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000001</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>SN</COMM_MNEMONIC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>008396</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <CURRENCY_DESC>EUR</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000095</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <CURRENCY_DESC>GBP</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000012</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <CURRENCY_DESC>JPY</CURRENCY_DESC> <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>000024</FUTURES_TRADING_VOLUME> <ROW> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> LME Market Data Reports Output Specification Version

37 <QUALIFIER>PT</QUALIFIER> <FUTURES_TRADING_VOLUME>087443</FUTURES_TRADING_VOLUME> </DATA> </REPORT> LME Market Data Reports Output Specification Version

38 4 Futures Trading Volume Detail Report 4.1 Report Description The Futures Trading Volume Report provides the traded volume based on future matched trades. This report details futures volumes per prompt date or prompt month for all currencies. The total will be an aggregated total for all four clearing currencies. The futures trading volumes are provided as per the schedule below: Time Description 10:15 Previous days volumes breakdown by prompt month LME Market Data Reports Output Specification Version

39 4.2 Data Item Description Tag COMM_MNEMONIC PROMPT_DATE FUTURES_TRADING_VOLUME Description Metal code (without the currency) Prompt date (format <YYMMDD>) Futures trading volume LME Market Data Reports Output Specification Version

40 4.3 Example Output <?xml version= 1.0?> - <REPORT> <IDENTIFICATION REPORT_CODE= FTD REPORT_NAME= Futures Trading Volume Detail REPORT_DATE= REPORT_TIME= 1015 REPORT_VERSION= 100 /> <ISSUE_CODE>N</ISSUE_CODE> <CNTS COLUMN_COUNT= 3 ROW_COUNT= 8 /> - <DATA> <PROMPT_DATE>030312</PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <COMM_MNEMONIC>ZN</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <COMM_MNEMONIC>ZN</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> LME Market Data Reports Output Specification Version

41 <COMM_MNEMONIC>PB</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <PROMPT_ DATE > </PROMPT_ DATE > <FUTURES_TRADING_VOLUME>000360</FUTURES_TRADING_VOLUME> </DATA> </REPORT> LME Market Data Reports Output Specification Version

42 5 Options Trading Volume Summary Report 5.1 Report Description The Options Trading Volume Report provides the traded volumes by commodity, contract type and put and call indicator as of specific time during the trading day. Trading volumes are based on the number of matched trades. The report provides the trading volumes according to the schedule in the following table: Time Description 10:00 Previous day totals (*) 12:20 Indicative pre-market volumes for the current trading day (*) 14:20 Indicative morning volumes for the current trading day (*) 18:00 The unofficial volumes for the current trading day (*) The data is supplied for all options matched trades from the start of the day to the publication time or at the end of the day (for previous trading day report). There is a Call and Put record for each commodity for each contract type. There is a grand total on the volumes at the end of the report. * As part of the Option Transparency initiative, the OTS report process has been revised to: Defer the reporting of large trades (by 48 hours (see table below for definition of large trade by commodity Report Exchange and Client Trades for specific Matched Trade Type (see table below) Include a Trade Date column Table Defining Large Trades by Commodity This table defines what trades, by commodity & lot size, qualify as large trades. The table has two threshold columns for large trades. The first shows the threshold lot size rule for large trades from 15/08/16 onwards; the second shows the threshold lot size rule for large trades up to and including 12/08/16. Commodity Large Trade Lot Size Threshold From 15/08/2016 Large Trade Lot Size Threshold Until 12/08/16 Primary Aluminium Over 1000 lots 100 lots or more Copper Over 500 lots 100 lots or more Zinc Over 500 lots 100 lots or more Lead Over 500 lots 100 lots or more Nickel Over 500 lots 100 lots or more Aluminium Alloy Over 500 lots 100 lots or more NASAAC Over 500 lots 100 lots or more Tin Over 100 lots 100 lots or more LME Market Data Reports Output Specification Version

43 Table of Exchange & Client Trades Included by Matched Trade Type Matched Trade Type Exchange or Client Trade Description AD Exchange Normal Average or Amalgamated trade (non- Select) BB Exchange Normal contract traded on Select (electronic trade) DD Exchange Normal, current market price trade (non-select) OD Exchange Exceptional use trade AB Client Trade Normal contract traded on Select (electronic trade) DA Client Trade Normal Average or Amalgamated trade (non-select) DC Client Trade Normal, current, market price trade (non-select) DG Client Trade Client cross vs cleared Give-up (non-select) DL Client Trade Client cross vs late (historic) cleared give-up (non-select) DO Client Trade Exceptional use trade Note that whilst the above codes are used to qualify a given trade for report inclusion, the Matched Trade Type itself is NOT provided in the report. 5.2 Data Item Description Tag Description COMM_MNEMONIC TRADE_DATE CONTRACT_TYPE CURRENCY_DESC CALL_PUT_INDICATOR OPTIONS_TRADING_VOLUME Metal code Date of Trade Contract type Currency description Call put indicator Options trading volume LME Market Data Reports Output Specification Version

44 5.3 Example Output <?xml version= 1.0?> - <REPORT> <IDENTIFICATION REPORT_CODE= OTS REPORT_NAME= Options Trading Volume Summary REPORT_DATE= REPORT_TIME= 1000 REPORT_VERSION= 100 /> <ISSUE_CODE>C</ISSUE_CODE> <CNTS COLUMN_COUNT= 6 ROW_COUNT= 21 /> - <DATA> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>002455</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>007590</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*C</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>002455</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>007590</OPTIONS_TRADING_VOLUME> LME Market Data Reports Output Specification Version

45 <COMM_MNEMONIC>CA</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>002331</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>001311</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*C</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>002331</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>CA</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>001311</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000620</OPTIONS_TRADING_VOLUME> LME Market Data Reports Output Specification Version

46 <COMM_MNEMONIC>NI</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000500</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*C</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000620</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>NI</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000500</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000002</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> LME Market Data Reports Output Specification Version

47 <OPTIONS_TRADING_VOLUME>000002</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*C</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000002</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>PB</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000002</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000867</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>TP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>003012</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*C</CONTRACT_TYPE> LME Market Data Reports Output Specification Version

48 <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>000867</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>003012</OPTIONS_TRADING_VOLUME> <COMM_MNEMONIC>ZS</COMM_MNEMONIC> <TRADE_DATE>210307</TRADE_DATE> <CONTRACT_TYPE>*P</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> <OPTIONS_TRADING_VOLUME>003012</OPTIONS_TRADING_VOLUME> </DATA> </REPORT> LME Market Data Reports Output Specification Version

49 6 Options Trading Volume Detail Report 6.1 Report Description The report details options volumes (Calls and Puts) by month and includes the Strike price with currency description (US dollars only). The report provides the trading volumes according to the schedule in the following table: Time 10:30 Description Previous day options volume totals with detailed breakdown by strike price (*) Note: The Data would not be displayed if Open Interest Volume, Position Change and Options trading volume figures are all zero. (*) As part of the Option Transparency initiative, the OTD report process has been revised to: Provide two additional fields in the report (Trade Date & Month Description) Defer the reporting of large trades by 48 hours (see table below for definition of large trade by commodity Report Exchange and Client Trades for specific Matched Trade Types (see table below) Table Defining Large Trades by Commodity This table defines what trades, by commodity & lot size, qualify as large trades. The table has two threshold columns for large trades. The first shows the threshold lot size rule for large trades from 15/08/16 onwards; the second shows the threshold lot size rule for large trades up to and including 12/08/16. Commodity Large Trade Lot Size Threshold From 15/08/2016 Large Trade Lot Size Threshold Until 12/08/16 Primary Aluminium Over 1000 lots 100 lots or more Copper Over 500 lots 100 lots or more Zinc Over 500 lots 100 lots or more Lead Over 500 lots 100 lots or more Nickel Over 500 lots 100 lots or more Aluminium Alloy Over 500 lots 100 lots or more NASAAC Over 500 lots 100 lots or more Tin Over 100 lots 100 lots or more LME Market Data Reports Output Specification Version

50 Table of Exchange & Client Trades Included by Matched Trade Type Matched Trade Type Exchange or Client Trade Description AD Exchange Normal Average or Amalgamated trade (non- Select) BB Exchange Normal contract traded on Select (electronic trade) DD Exchange Normal, current market price trade (non-select) OD Exchange Exceptional use trade AB Client Trade Normal contract traded on Select (electronic trade) DA Client Trade Normal Average or Amalgamated trade (non-select) DC Client Trade Normal, current, market price trade (non-select) DG Client Trade Client cross vs cleared Give-up (non-select) DL Client Trade Client cross vs late (historic) cleared give-up (non-select) DO Client Trade Exceptional use trade Note that whilst the above codes are used to qualify a given trade for report inclusion, the Matched Trade Type itself is NOT provided in the report. LME Market Data Reports Output Specification Version

51 6.2 Data Item Description Tag Description COMM_MNEMONIC TRADE_DATE EXPIRY_DATE MONTH_DESC CURRENCY_DESC CONTRACT_TYPE CALL_PUT_INDICATOR STRIKE_PRICE OPTIONS_TRADING_VOLUME Metal code Trade date EXPIRY DATE (1 st Wednesday of the month) format = <YYMMDD> and for TAPO s EXPIRY DATE = last business day of the month Expiry Month and Year Currency description Contract type Call put indicator Strike Price Options trading volume LME Market Data Reports Output Specification Version

52 6.3 Example Output <?xml version= 1.0?> - <REPORT> <IDENTIFICATION REPORT_CODE= OTD REPORT_NAME= Options Trading Volume Detail REPORT_DATE= REPORT_TIME= 1800 REPORT_VERSION= 100 /> <ISSUE_CODE>C</ISSUE_CODE> <CNTS COLUMN_COUNT= 5 ROW_COUNT= 4 /> - <DATA> <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>070316< TRADE_DATE > <EXPIRY_DATE>070404</ EXPIRY_DATE > <MONTH_DESC>APR07<MONTH_DESC> <CONTRACT_TYPE>AC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <STRIKE_PRICE> </STRIKE_PRICE> <OPTIONS_TRADING_VOLUME > </ OPTIONS_TRADING_VOLUME > <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>070316< TRADE_DATE > <EXPIRY_DATE >070502</ EXPIRY_DATE > <MONTH_DESC>MAY07<MONTH_DESC> <CONTRACT_TYPE>AC</CONTRACT_TYPE> <CALL_PUT_INDICATOR>C</CALL_PUT_INDICATOR> <STRIKE_PRICE> </STRIKE_PRICE> <OPTIONS_TRADING_VOLUME > </ OPTIONS_TRADING_VOLUME > <COMM_MNEMONIC>AH</COMM_MNEMONIC> <TRADE_DATE>070316< TRADE_DATE > <EXPIRY_DATE >070606</ EXPIRY_DATE > <MONTH_DESC>JUN07<MONTH_DESC> <CONTRACT_TYPE>AP</CONTRACT_TYPE> <CALL_PUT_INDICATOR>P</CALL_PUT_INDICATOR> LME Market Data Reports Output Specification Version