This message is used for reporting contrary expiration quantities for Saturday-expiring options. This information is required by options exchanges for regulatory purposes.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
Component | ||||
977 | String | Unique identifier for the Contrary Intention report | ||
60 | UTCTimestamp | Time the contrary intention was received by clearing organization | ||
978 | Boolean | Indicates if the contrary intention was received after the exchange imposed cutoff time | ||
979 | String | Source of the contrary intention | ||
715 | LocalMktDate | Business date of contrary intention | ||
Component | Clearing Organization | |||
Component | Expiration Quantities | |||
Component | ||||
Component | ||||
58 | String | |||
354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
Component |