This topic includes information and reporting requirements related to options orders.
Displaying 1 - 10 of 32 results
- FAQK22. What reportable events are CAT Reporters required to report to the CAT when using an algorithmic strategy involving multiple component securities (for example, a Vega algorithm), where the trading instructions do not include the full materials terms of an order for each or any component security?
- FAQK23. What CAT reportable events are required when at least one but not all legs of a multi-leg strategy are known at the time the instruction is given from one Industry Member to another Industry Member?
- FAQK5. Is the ‘OPT’ handling instruction appropriate for Buy/Writes or option exercises and assignments?
- FAQK14. Is it appropriate to use the 'OPT' handling instruction when an equity order does not become executable until a related option trade has been executed, but is not part of a complex order such as a Buy/Write?
- FAQK2. What Industry Member Data will be reportable to the CAT during Phase 2b of the revised implementation schedule?
- FAQK19. Which handlingInstructions value should Industry Members populate on option events when the limit price is based on option Greeks or another formula based on market conditions?
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