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 long position.
• The requested exercise quantity, which may or may not differ from the exercise quantity.

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 an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.