269 | 3 | | | | Index value | A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). | |
269 | 4 | | | | Opening price | | |
269 | 5 | | | | Closing price | | |
269 | 6 | | | | Settlement price | | |
269 | 7 | | | | Trading session high price | | |
269 | 8 | | | | Trading session low price | | |
269 | 9 | | | | Trading session Volume Weighted Average Price (VWAP) | | |
269 | A | | | | Imbalance | | |
269 | B | | | | Trade volume | | |
269 | C | | | | Open interest | | |
269 | D | | | | Composite underlying price | | |
269 | E | | | | Simulated sell price | | |
269 | F | | | | Simulated buy price | | |
269 | G | | | | Margin rate | | |
269 | H | | | | Mid-price | | |
269 | J | | | | Empty book | | |
269 | K | | | | Settle high price | | |
269 | L | | | | Settle low price | | |
269 | M | | | | Prior settle price | | |
269 | N | | | | Session high bid | | |
269 | O | | | | Session low offer | | |
269 | P | | | | Early prices | | |
269 | Q | | | | Auction clearing price | | |
269 | S | | | | Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) | | |
269 | R | | | | Daily value adjustment for long positions | | |
269 | T | | | | Cumulative value adjustment for long positions | | |
269 | U | | | | Daily value adjustment for short positions | | |
269 | V | | | | Cumulative value adjustment for short positions | | |
269 | W | | | | Fixing price | | |
269 | X | | | | Cash rate | | |
269 | Y | | | | Recovery rate | | |
269 | Z | | | | Recovery rate for long positions | | |
269 | a | | | | Recovery rate for short positions | | |
269 | b | | | | Market bid | | |
269 | c | | | | Market offer | | |
269 | d | | | | Short sale minimum price | | |