To subscribe for Pillar Options reports, please submit an NYSE Pillar Options MFT Request Form to [email protected]. To subscribe to legacy American Options reports, please email [email protected].
| Report Name | Description | NYSE Arca Options | NYSE American Options* | Frequency | Available To | Interface Requirement Specifications (IRS) | MFT Form Ref |
|---|---|---|---|---|---|---|---|
| MPID | The report provides a list of active MPIDs on the Exchange | Y | Y | Daily | All Permit Holders | Not Applicable | MPID |
| NYSE Options Complex Volume Summary Report | The report is generated daily and provides daily exchange wide Complex volumes, Orders and Series stats at the Underlying Symbol level. | Y | Y | Daily | All Permit Holders | Complex Volume Sum | |
| NYSE Options Electronic and Outcry Volume Report | The report is generated daily and provides daily and month-to-date exchange wide electronic and outcry trade stats and volumes at the Underlying Symbol level. | Y | Y | Daily | All Permit Holders | Electronic & Outcry Volume | |
| NYSE Options Executions [Fees Apply] | The execution report summarizes all report allocations, including reversals and corrections executed locally or at an away market. Any corrected trades performed on a T+N basis are included for the trading day in which the correction occurred. Available for one or more MPID 's for Entering Firms, one or more clearing numbers for Clearing Firms, by Broker Firm MPID or by MMID for Market Making Firms. | Y | Y | Daily | All Permit Holders | Executions | |
| NYSE Options Firm Executive Volume Summary Report | The report is produces on the first business day of the month, and provides a volume summary over a rolling 13-month time window. Customers have 3 different summary reports that can be subscribed to with varying levels of summary data. Available for at Firm CRD level only. | Y | Y | Monthly | All Permit Holders | Summary Rank | |
| NYSE Options Gateway Metric Report | The report summarizes daily Options Gateway performance at end of day. Available for Entering Firms at the Firm CRD level only. | Y | Y | Daily | All Permit Holders | Gateway Perf | |
| NYSE Options GTC Order Report | The report provides all open GTC orders at the end of the day that will carry over to the next day trading. This file does not include GTC orders expiring on account of Series expiration at the end of the trading day. Note: This file is produced before the nightly corporate action process and therefore may include GTC orders that are set to be canceled overnight on account of a corporate action. Available for one or more MPID 's for Entering Firms only. | Y | Y | Daily | All Permit Holders | GTC | |
| NYSE Options Market Maker Rank Report | This report provides month-to-date (ARCA) or quarter to date (AMEX) information and allows MM Firm to evaluate their performance against their peers by Symbol daily. Available for Market Makers at Firm CRD level only. | Y | Y | Daily | Market Makers | MM Daily MTD Rank | |
| NYSE Options Risk Report | The report provides risk control information including firm defined pre-set risk thresholds, breaches and any associated actions taken to resolve such as blocking of new orders, or order cancelations. Available for one or more MPID 's for Entering Firms, one or more clearing numbers for Clearing Firms, or by MMID for Market Making Firms. | Y | Y | Daily | All Permit Holders | Risk | |
| NYSE Options Unified Market Maker Report | The report provides Market Makers with a view of performance statistics including volume, ranking and percentage executed. Available Daily for Arca Options and American Options; MTD for Arca Options; QTD for American Options. As part of this report, Market Makers may also subscribe to a daily list of all active symbols currently subscribed to as a Market Maker. Available for either a single MMID or Market Maker Firm CRD level. | Y | Y | Daily | Market Makers | MMR Reports | |
| NYSE Start Of Day Session Config Output | The report is generated daily at start of day and provides the session level preferences configured by a firm for their sessions. | Y | Y | Daily | All Permit Holders | Start of Day Session Config | |
| NYSE American Options Customer Cap Report | The report is generated daily and provides customers with month-to-date information on how a firm is tracking towards their cap per month on combined firm Proprietary Fees and Broker Dealer Fees. | N | Y | Daily | All Permit Holders | Firm Fee Cap & Incremental Service Chg | |
| NYSE American Options Customer Posting Tier Report | The report provides a daily summary of month-to-date customer volumes in order for a firm to track how they are performing in order to meet the customer billing tiering programs. | N | Y | Daily | All Permit Holders | EF Cust Tier Post CRD | |
| NYSE American Options Market Maker Posting Tier Report (Sliding Scale) | The report provides a daily summary of month-to-date Market Maker eligible volumes against Market Maker thresholds for achieving monthly tiers Sliding Scale program. | N | Y | Daily | Market Makers | MM Tier Post CRD | |
| NYSE American Options Mtd Cube Volume Summary Report | The report is generated daily and provides daily and month-to-date exchange wide CUBE order stats and volumes at the Underlying Symbol level. | N | Y | Daily | All Permit Holders | MTD Cube Volume Sum | |
| Arca Options Customer CAP Report | The report provides customers with month-to-date information on how a firm is tracking towards their cap per month on combined Firm Proprietary Fees and Broker Dealer Fees. Available for Entering Firms at Firm CRD level only. | Y | N | Daily | All Permit Holders | Firm CAP | |
| Arca Options Customer Posting Tier Report | The report provides a daily summary of month-to-date customer volumes in order for a Firm to track performance in order to meet the customer billing tiering programs. Available for Entering Firms at Firm CRD level only. | Y | N | Daily | All Permit Holders | Cust Tier Post | |
| Arca Options Market Maker Posting Tier Report | The report provides a daily summary of month-to-date Market Maker eligible volumes against Market Maker thresholds for achieving monthly tiers for posting credits and take discounts. Available for Market Makers at Firm CRD level only. | Y | N | Daily | Market Makers | MM Tier Post |
*Available once American Options has completed its migration to NYSE Pillar.
| Report Name | Frequency | Available To | Description |
|---|---|---|---|
| American Customer Engagement ("ACE") | Daily | Order Flow Providers | Month-to-date volumes and tier thresholds required to achieve Customer volume credits under the ACE Options Volume Rebate Program. |
| Amex EBUF (Excessive Bandwidth Utilization Fees) | Daily | Market Makers | Month-to-date metrics of a Market Maker firm's quotes and orders along with executed volume ("Messages to Contracts Traded Ratio"). |
| Amex Firm Cap | Daily | All Permit Holders | Month-to-date manual volumes. The report includes both capped and uncapped fees, as well as projected month-end charges which are applicable for the Monthly Firm Fee Cap. |
| Amex MM Electronic Sliding Scale | Daily | Market Makers | Month-to-date Market Maker electronic volume including thresholds required to achieve tiers for reduced per contract transaction charges. The report also provides the estimated blended rate per contract. |
| Amex MM Rank by Underlying | Daily | Market Makers | Month-to-date volume by option class for the top 10 Market Makers in each class. The report includes a flag to identify whether the Market Maker has the class in their quoting assignment, whether they are registered as a Specialist or whether they are not registered to quote the class. |
| Amex MM Rank by Underlying QTD | Daily | Market Makers | Quarter-to-date volume by option class for the top 10 Market Makers in each class. The report includes a flag to identify whether the Market Maker has the class in their quoting assignment, whether they are registered as a Specialist or whether they are not registered to quote the class. |
| Amex Specialist Volume Ranking | Daily | Market Makers | Volume by option class, sorted by industry volume rank and rank number among all Market Makers for the class. The report separates total electronic volume from posting volume and identifies whether a Market Maker is a Specialist in a class. |
| Directed Order | Daily | All Permit Holders | Daily execution details of orders directed to a Market Maker by an Order Flow Provider. The report includes executions that trade contra to the Directed Market Maker. Reports for Order Flow Providers includes all of the firm's executed directed orders. Reports for Market Makers includes all orders directed to their firm and whether they interacted with the orders. |
| Executive Summary | Monthly | All Permit Holders | High-level view of a market participant's footprint on the Exchange, over a rolling thirteen month time period. Comprised of three sections: i) Monthly Permit Holder volume, rank against peers and percentage of Exchange business; ii) Monthly volume and rank by trade type; and iii) Monthly volume and rank by trade type and clearing capacity. |
| Floor Broker Prepay | Weekly | Participating Floor Brokers | Floor Broker firm's volume-to-date in the 2018 Prepayment Program time period (April 1, 2018 - December 31, 2018) and a comparison against their performance for second half 2017. The report also includes projected volume requirements to achieve incentive tiers in the Prepayment program. Distributed weekly (pre-open on Monday) the report includes data through the previous Friday's activity. |
| MM Report Card | Monthly | Market Makers | Participation rank against other Market Makers. The report contains symbol level details and measures percentage volumes and trade participation. |
| MMD Report | Daily | Market Makers | Market Marker Direct ("MMD") gateway latency metrics for the Market Marker's connection sessions. |
| Set Join | Daily | Market Makers | Month-to-date metrics of the percentage of time a Market Maker sets the market and the percentage of time the Market Maker joins. The report includes quote, trade and volume interaction rates for a Market Maker in each options class. |
| UGW Options | Daily | Market Makers | UGW (Binary) gateway latency metrics for the Market Marker's connection sessions. |
| Report Name | Frequency | Available To | Description |
|---|---|---|---|
| ATPID Config | Daily | All Permit Holders | Reference table for lookup of company name from TPID or clearing firm symbol. This report can help to identify contra parties in T+1 clearing reports and/or online extracts. |
| Amex Complex Volume | Daily | All Permit Holders | Month-to-date complex volume statistics. The report contains two tabs, which provide: i) Exchange daily complex volume statistics by trade date; and ii) Exchange complex volume by symbol for the most recent trade date. |
| Amex CUBE Volume | Daily | All Permit Holders | Month-to-date CUBE auction execution data. The report contains three tabs, which provide: i) orders and volume by date; ii) orders and volume by symbol month-to-date; and iii) orders and volume by symbol for the most recent trade date. |
| ElecOutcry (Electronic - Outcry) | Daily | All Permit Holders | Month-to-date electronic and open outcry volumes. The report contains two tabs, which provide: i) statistics for electronic order count and volume executed, as well as outcry order count and volume executed by option class; and, in the same format, ii) data solely for the most recent trade date. |
| ElecOutcry (Electronic - Outcry) | Monthly | All Permit Holders | Monthly version produced at month end, summarizes electronic and open outcry transactions for the entire month in a similar manner as the month-to-date report above. |
| Monthly Complex Analysis | Monthly | All Permit Holders | Complex execution volume by option class. The report provides details for volume by clearing capacity, count of orders, average contract size, amount of volume legged out, volume executed in Complex Order Auction (“COA”), and total electronic volume in each class. The report contains two tabs, one for American Options and one for Arca Options. |