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FIX 5.0 SP2 : ContraryIntentionReport <BO> message

Structure | Related Messages

Description

The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes.

Contrary Intention Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = BO
977 ContIntRptID Y Unique identifier for the Contrary Intention report
60 TransactTime N Time the contrary intention was received by clearing organization.
978 LateIndicator N Indicates if the contrary intention was received after the exchange imposed cutoff time
979 InputSource N Source of the contrary intention
715 ClearingBusinessDate Y Business date of contrary intention
Component Block - <Parties> Y

Clearing Organization

Clearing Firm

Position Account
Component Block - <ExpirationQty> Y Expiration Quantities
Component Block - <Instrument> Y
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <UndInstrmtGrp> N
Component Block - <ApplicationSequenceControl> N
Component Block - <StandardTrailer> Y

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