The below reports are available through NYSE MFT. Details regarding MFT account configuration can be found here. Once an MFT account has been established, submit an NYSE Pillar Options MFT Request Form to [email protected] to subscribe to reports.
For details on equities reports, click here.
| 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 | This output is generated daily and provides customers with month to date information on how a Firm MPID is tracking towards their fee 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 |