OCC Symbology Technical Specifications
Clearing Member/Non-Clearing Member
Outbound DDS
OCC inbound and outbound data formats are largely compliant with the symbology initiative. OCC outbound data formats, referred to as Data Distribution Services already include all necessary data elements. However, the Options Symbology Initiative requires the use of a specific day (DD) in the series key; essentially a YYYYMMDD format rather than the current YYYYMM format. OCC will implement the specific day into the MMY (tag 200) effective Friday June 27, 2008. View complete Outbound DDS Specification.
Risk Based Haircuts
Changes to the RBH profit and loss files are necessary to support the requirements defined in the OSI plan. Specifically, the expiration day of the month has been added to unused space within the RBH Profit/Loss records. Changes to support OSI compliant data will be implemented on June 27, 2008. Both the current and new record layouts may be found by accessing the RBH Documentation area.
Customer Portfolio Margins
Changes to the CPM profit and loss files are necessary to support the requirements defined in the OSI plan. Specifically, the expiration day of the month has been added to unused space within the CPM Profit/Loss records. Changes to support OSI compliant data will be implemented on June 27, 2008. Both the current and new record layouts may be found by accessing the CPM area.
Exchange
Exchange Representatives will be directed to MyOCC to access information regarding proprietary data interfaces with OCC. Revised record layouts are located under the Exchange Resources/Options Symbology Initiative. If you need access to MyOCC, please contact OCC Membership Services at 1-800-544-6091.
