************************************************************ * Information on SEI- and ESX-files on ftp dg-rtp.dg.com * ************************************************************ Source: London International Financial Futures and Options Exchange Cannon Bridge London EC4R.3XX United kingdom Tel: (+44-71) 623-0444 Fax: (+44-71) 588-3624 Those files were made available by the LIFFE in autumn 1993, free for the asking as long as supplies lasted. Contract codes..............: ESX: FT-SE 100 option (European style execise) SEI: FT-SE 100 option (American style exercise) File formate................: Plain ASCII All options for traded in the month specified by mmyy, where mm is the month and yy is the year From left to right column headings are: ( 1) Date ( 2) Options Mnemonic ( 3) Expiry Date ( 4) Exercise Price ( 5) Class ( 6) Opening Bid ( 7) Opening Ask ( 8) Closing Bid ( 9) Closing Bid (10) Best Bid (11) Best Ask (12) Highest Trade ....... The greatest premium paid (13) Lowest Trade......... The lowest premium paid (14) Trade Volume......... Total matched trades (15) Open Interest........ Number of outstanding longs and shorts for a given contract (16) Series Settlement.... This is the value attributed to a series for margining purposes (17) Instrument Settlement This is the value attributed to an underlying security when it is placed with the clearing house as a collateral, calculated at option closing time