Options Exercise API - FIXML Message Samples

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This page includes sample messages for options exercise message flows:

1 Inbound Message - Exercise Request
- 1.1 Inbound Message - Exercise Request
2 Outbound Message - Successful Exercise Request
- 2.1 Inbound Message - Exercise Request
3 Outbound Message - Successful Exercise Request, with Warning
- 3.1 Inbound Message - Exercise Request
4 Outbound Message - Rejected Exercise Notice
- 4.1 Inbound Message - Exercise Request

Inbound Message - Exercise Request

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001">
 	<PosMntReq ReqID="1" TxnTyp="1" Actn="1" BizDt="2013-07-25" TxnTm="2013-07-25T14:26:29-05:00">
		<Hdr Snt="2013-07-25T14:26:29-05:00" SID="999" TID="CME" SSub="CME" TSub="CME"/>
		<Pty ID="999" R="1">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Pty ID="CME" R="21"/>		
		<Pty ID="CME" R="22"/>
		<Pty ID="CUSTACCOUNT" R="24"/>
		<Instrmt Exch="CME" ID="ED" Src="H" SecTyp="OOF" PutCall="1" MMY="201312" StrkPx="99.00"/>
		<Undly ID="ED" SecTyp="FUT" MMY="201312"/>
		<Qty Typ="TOT" Long="500"/>
	</PosMntReq>
</FIXML>

Outbound Message - Successful Exercise Request

Inbound Message - Exercise Request

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001">
 	<PosMntRpt ReqID="1" RptID="10" TxnTyp="1" Stat="0" Actn="1" BizDt="2013-07-25" OptStat="1" TxnTm="2013-07-25T14:26:29-05:00">
		<Hdr Snt="2013-07-25T14:26:29-05:00" SID="CME" TID="999" SSub="CME" TSub="CME"/>
		<Pty ID="999" R="1">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Pty ID="999" R="4"/>
		<Pty ID="CME" R="21"/>
		<Pty ID="CME" R="22"/>
		<Pty ID="CUSTACCOUNT" R="24"/>
		<Pty ID="999" R="38">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Instrmt Exch="CME" ID="ED" Src="H" CFI="OCAXPS" SecTyp="OOF" PutCall="1" MMY="201312" MatDt="2013-11-22" StrkPx="99.00"/>
		<Undly ID="ED" SecTyp="FUT" MMY="201312" Px="99.10"/>
		<Qty Typ="TOT" Long="500"/>
		<Amt Typ="TVAR" Amt="50000.00" Ccy="USD"/>
	</PosMntRpt>
</FIXML>

Outbound Message - Successful Exercise Request, with Warning

Inbound Message - Exercise Request

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001">
	<PosMntRpt ReqID="1" RptID="10" TxnTyp="1" Stat="1" Actn="1" BizDt="2013-07-25" OptStat="1" TxnTm="2013-07-25T14:26:29-05:00" Txt="Submitted Qty greater than Current Qty">
		<Hdr Snt="2013-07-25T14:26:29-05:00" SID="CME" TID="999" SSub="CME" TSub="CME"/>
		<Pty ID="999" R="1">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Pty ID="999" R="4"/>
		<Pty ID="CME" R="21"/>
		<Pty ID="CME" R="22"/>
		<Pty ID="CUSTACCOUNT" R="24"/>
		<Pty ID="999" R="38">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Instrmt Exch="CME" ID="ED" Src="H" CFI="OCAXPS" SecTyp="OOF" PutCall="1" MMY="201312" MatDt="2013-11-22" StrkPx="99.00"/>
		<Undly ID="ED" SecTyp="FUT" MMY="201312" Px="99.10"/>
		<Qty Typ="TOT" Long="500"/>
		<Amt Typ="TVAR" Amt="50000.00" Ccy="USD"/>
	</PosMntRpt>
</FIXML>

Outbound Message - Rejected Exercise Notice

Inbound Message - Exercise Request

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001">
	<PosMntRpt ReqID="1" RptID="10" TxnTyp="1" Stat="2" Actn="1" BizDt="2013-07-25" OptStat="1" TxnTm="2013-07-25T14:26:29-05:00" Txt="Invalid Contract">
		<Hdr Snt="2013-07-25T14:26:29-05:00" SID="CME" TID="999" SSub="CME" TSub="CME"/>
		<Pty ID="999" R="1">
			<Sub ID="1" Typ="26"/>
		</Pty>
		<Pty ID="999" R="4"/>
		<Pty ID="CME" R="21"/>
		<Pty ID="CME" R="22"/>
		<Pty ID="CUSTACCOUNT" R="24"/>
		<Pty ID="999" R="38">
			<Sub ID="1" Typ="26"/>
		</Pty>

		<Instrmt Exch="CME" ID="ED" Src="H" CFI="OCAXPS" SecTyp="OOF" PutCall="1" MMY="201312" MatDt="2013-11-22" StrkPx="99.00"/>
		<Undly ID="ED" SecTyp="FUT" MMY="201312" Px="99.10"/>
		<Qty Typ="TOT" Long="500"/>
		<Amt Typ="TVAR" Amt="50000.00" Ccy="USD"/>
	</PosMntRpt>
</FIXML>