arXiv:2610.24009v1 Announce Type: new Abstract: For $n\geq2$, two expectation equations identify the mean together with the $n$th central moment. How many coordinates must a report have if a one-observation loss uniquely elicits it and the report determines that moment? We prove that $n$ coordinates are necessary and sufficient among all identifiable intermediaries. The result holds on every open convex set of positive distributions on any $n+1$ distinct real outcomes. It requires no regularity of the loss, report map, identification function, or link. Thus $\operatorname{elic}_{\mathcal I}(\mu_n)=n$ while $\operatorname{iden}(\mu_n)\leq2$, giving an unbounded gap between identifiable elicitation and indirect identification. This resolves the central-moment conjecture of Frongillo and Kash on the stated domains. The proof constructs a $C^1$ manifold of supporting coefficients from the affine fibers of a convex negative Bayes risk. Translations along that manifold force an $n$-dimensional tangent space. Standardized moments of order at least three have the same exact complexity. The bound also extends to convex distribution classes with a full-dimensional raw-moment image.