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EP151 OCC Position Quantity Type Extension

Addition of two valid values for position quantity types related to expiry and exercises. On expiration day, the position quantity after the application of trade and post trade activity, but prior to the application of exercises and assignments. The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final...

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EP148 OCC Position Maintenance Report Extension

Extension of input source information on Position Maintenance Reports to distinguish requests from programmable and interactive (GUI) interfaces. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct...

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EP110 OCC Extensions for Long Holdings

This extension allows clearing members to submit Long Holdings for each long position so that long positions which have been carried for the longest time can be selected for delivery first. Update History [Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX...

Package

EP103 OCC Extensions for Large Options Positon Reporting

This extension supports NASD Rule 2860(b)(5) which requires member firms to file, or cause to be filed, reports for each account that has an aggregate position of 200 or more options contracts (whether long or short) on the same side of the market covering the same side of the market covering the same underlying security...