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Description
Can be used with standardized derivatives vs. the MaturityDate <541> (54) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (i.e. 99903)
YYYYMMDD (20030323)
YYYYMMwN (200303w) for week
A specific date or can be appended to the MaturityMonthYear <200>. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).
Used In
