Options Symbology Change - Reuters
Options Symbology Change - Reuters
Options Symbology Change - Reuters
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Fractional Strike Note:<br />
When we have a non-integer strike price, the Qsym will include a fractional component<br />
consisting of the letter “Y” (upper case) ** followed by up to two decimal digits, using the<br />
following scheme:<br />
Strike Price Format for Fractional Prices:<br />
Strike Price Format Note<br />
Less than 10 nYn[n] max 2 decimal positions if req’d<br />
10 – 100 nnYn[n] max 2 decimal positions if req’d<br />
100 – 999 nnnYn max 1 decimal position<br />
1000 – 9999 nnnnY “Y” only<br />
10000 and above nnnnn integer (max value 99,999)<br />
* (If > 5 digits, value truncate to 5 digits)<br />
** Decimal point indicator “Y” selected to avoid duplicating an expiration month code (A-X).<br />
Note that lower case characters are not permitted in Qsymbol. Special characters should also<br />
be avoided (dot “.” is not permitted).<br />
Length<br />
(Mn-Mx)<br />
Max 17Chars<br />
Exhibit B<br />
THOMSON T-1 Symbol (New Thomson One Option <strong>Symbology</strong>)<br />
7-Char Strike (floating decimal point)<br />
Symbol Root Exp Yr Exp Day<br />
Exp Mnth<br />
(C/P)<br />
Strike<br />
Price *<br />
1 – 5 2 2 1 1 - 7<br />
Format AAAA[A/c] N N A n[.d..]<br />
A = alpha<br />
N/n = num<br />
c = corp act<br />
digit<br />
- Left justified<br />
- last char can<br />
be a Corp action<br />
num[c] OR Alpha<br />
5 th Char [A]<br />
- last two<br />
digit<br />
Types EXAMPLE SYMBOLS<br />
1- 31<br />
Jan-Dec:<br />
A-L Call<br />
M-X Put<br />
Regular example SSS0921A60 (SSS Jan 21, 2009 Call $60)<br />
- Decimal<br />
Ex of Strike price >100 SSSS0822X10 (SSSS Dec 22,2008 Put $110)<br />
Ex of Strike price >1000<br />
fraction “.d..”<br />
SSSS0822X2340 (SSSS Dec 22,2008 Put $2,340)<br />
SSSS0822X23450 (SSSS Dec 22,2008 Put $23,450)<br />
Corporate Action SSSS10822X23.33 (SSSS1 Dec 22,2008 Put $23.33)<br />
OPRA OPTIONS SYMBOLOGY CHANGE - 9 -
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