FAQs

How to populate an AII Code

Where an AII code is used, the complete AII code shall be used.
6. The complete AII code referred to in paragraph 5 shall be the
result of the concatenation of the following six elements:

(a) ISO 10383 Market Identifier Code (MIC) of the trading venue
where the derivative is traded, specified using 4 alphanumeric
characters;

(b) code, which is assigned by the trading venue, uniquely associated
with a particular underlying instrument and settlement type and other characteristics of the contract, specified using up to 12 alpha-
numeric characters;

(c) single character identifying whether the instrument is an option or a
future, specified as ‘O’ where it is an option and as ‘F’ where it is a
future;

(d) single character identifying whether the option is a put or a call,
specified as ‘P’ where it is a put option and as ‘C’ where it is a call
option; where the instrument has been identified as a future in
accordance with point (c), it shall be specified as ‘F’;

(e) exercise date or maturity date of a derivative contract specified in
ISO 8601 YYYY-MM-DD standard;

(f) the strike price of an option, specified using up to 19 digits
including up to five decimals without any leading or trailing
zeros. A decimal point shall be used as the decimal separator.
Negative values are not allowed. Where the instrument is a
future, the strike price shall be populated with zero.