Options

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1

Imported from previous forum

2

[ original email was from Harish - harish.kamaley@wipro.com ]
Hi All,

What is the FIX message that a buy side has to notify to sell side for exercising the options? Is it a trade/post trade activty? which version does it supports?

Please advise…

Thanks,
Harish

3

Excercising Options is a PostTrade action.

If you are using FIX.4.4+, you can use

Position Maintenance Request 35=AL
Position Maintenance Report 35=AM
Request for Positions 35=AN
Request for Positions Ack 35=AO
Position Report 35=AP
AssignmentReport 35=AW

FIXProtocol.org’s discussion forum for Options (which is a subset of Derivatives) is

http://fixprotocol.org/discuss/15

Regards,
K. Mahesh

Hi All,

What is the FIX message that a buy side has to notify to sell side for
exercising the options? Is it a trade/post trade activty? which version
does it supports?

Please advise…

Thanks, Harish