The Contrary Intention Report (BO) is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BO |
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| 977 | ContIntRptID | Y | Unique identifier for the Contrary Intention report |
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| 60 | TransactTime | N | Time the contrary intention was received by clearing organization. |
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| 978 | LateIndicator | N | Indicates if the contrary intention was received after the exchange imposed cutoff time |
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| 979 | InputSource | N | Source of the contrary intention |
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| 715 | ClearingBusinessDate | Y | Business date of contrary intention |
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| Component Block - <Parties> | Y | Clearing Organization
Clearing Firm
Position Account |
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| Component Block - <ExpirationQty> | Y | Expiration Quantities |
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| Component Block - <Instrument> | Y | ||||
| 711 | NoUnderlyings | N | Number of underlyings |
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| => | Component Block - <UnderlyingInstrument> | N | Must be provided if Number of underlyings > 0 |
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| 58 | Text | N | |||
| 354 | EncodedTextLen | N | Must be set if EncodedText (355) field is specified and must immediately precede it. |
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| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
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| <Standard Message Trailer> | Y | ||||