Options Symbology Change - Reuters

OPRA Options CHAIN RIC Structure:
0# Chains:
The 0# chain will continue to be used on the product. The RICs will be in ascending
order by expiry date. Currently, the 0# is in ascending order of expiry. No change would be
required.
Z# Chains:
The Z# chain will be continued on the product. Currently, the Z# chain provides the
client with all the option chain RICs associated with the underlying security. Since “wrap” and
“leap” symbols will be consolidated to the Underlying Stock as a part of the Options
Symbology Initiative, the Z# chain will store the Primary Option Chain & Corporate Adjusted
Option chain (if necessary)
Reuters Data Feed Direct (RDF-D)
RDF-D will not migrate to the new RIC symbology all at once as on IDN/RDF, but will phase
the introduction of the new RICs, while providing an extensive parallel run period during which
both the current and new RICs will be available. The RDF-D RICs will be based explicitly on
the OPRA roots and therefore the RIC changes will occur in 2 phases: The first phase will
migrate to the new symbol format using the current option root codes; during the second
phase, the option codes will change, based on the OCC schedule, to the consolidated symbol
roots.
Flex Options
Flex Options will continue to be supported via pages on 3000Xtra post the Option Symbology
Initiative as well.
DataScope Equities and DataScope Select
DataScope will support the new option RIC structure, and all other fields currently supported.
In addition, DataScope will support the new date and year fields in their RIC. The new
elongated OPRA code will be populated in the Ticker symbol field on Datascope. The new
RIC structure is confirmed & the elongated OPRA code will be populated in the Ticker symbol
field on Datascope
OPRA OPTIONS SYMBOLOGY CHANGE - 5 -