Add QtyType and SubType to Underlying Instrument Block

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Imported from previous forum

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For corporate actions, the OCC adjusts depository positions at the same time as option positions. This is generally a few days before the stock positions are actually adjusted at DTCC. During this period a collateral pledge position can be represented as an actual or an adjusted quantity. We would like to be able to present both views on our upcoming collateral messages.

As a way to do this, we believe that we need to add qualifiers to the Quantity field in the Underlying Instrument block. In order to stay consistent with the Instrument block, we would like to propose adding QuantityType. This would clarify that we are talking about shares, currency, etc. Further we would like to add a QuantitySubType, which would state actual vs. adjusted.

I would like to know if anyone has any reactions for or against adding these fields. Also I would like to know if anyone can foresee any additional uses for these proposed fields which should be considered.

Thanks