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 |