UPDATE: Post Mortem: Cboe Options Exchange OPRA Trade Reporting Issue

January 10, 2020 16:30:07

Per the Post Mortem update distributed on Wednesday, January 8, 2020, effective for today's trading Cboe has deployed a software patch to resolve the issue where the Cboe Clearing Editor could improperly reduce trading volume on OPRA.  A list of trades where volume was incorrectly removed is available here. This list also includes 58 trades which under specific edge case conditions were not originally reported to the Tape. Cboe is currently addressing this issue and will provide an updated notice with a list of any additional such trades should they occur. In all cases, each row in the list of trades represents volume that should be added back to the Tape for an accurate historical record.