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Eurex Exchange Readiness Newsflash | Change in selected Eurex Liquidity Provider reports

Release date: 21 Oct 2019 | Eurex Exchange

Eurex Exchange Readiness Newsflash | Change in selected Eurex Liquidity Provider reports

Eurex Exchange Readiness Newsflash

Dear Eurex Liquidity Provider, 

We would like to inform you about upcoming changes in some Eurex Liquidity Provider reports, which are scheduled for an implementation in December 2019

The following changes have been announced with the document “T7 Release 8.0 - Final Release Notes Eurex” and include changes in the following Eurex Liquidity Provider reports: 

  • TD955 Building Block Liquidity Provider Measurement
  • TD956 Basis Building Block Liquidity Provider
  • TD957 Package Building Block Liquidity Provider Measurement and Advanced Designated Liquidity Provisioning
  • TD983 Regulatory Market Making MTD

There will be two changes to the TD955 report: 

  • The first change extends the TD955 report into a general overview giving fulfilment information about all Eurex Liquidity Provider Building Blocks. Besides the fulfilment of the Basis, Spread and Size Building Blocks which are available today, the future version of this report will also indicate the fulfilment of the Package, Strategy and Eurex EnLight Building Blocks.
  • The second change will introduce information about Spread- and Size Classes that are used for a respective product or package combination.

The changes for the TD956 and TD957 report will introduce information about Spread- and Size Classes that are used for a respective product or package combination.

The changes for the TD983 report will introduce information about the Spread Class that is used for a product for both regular as well as extended trading hours (THX) in the context of Regulatory Market Making (RMM).

The changed reports will be available from 3 December 2019, containing Liquidity Provider quotation data from 2 December 2019. 

In addition, the following changes will be made to the CB169 report (effective with December report):

  • Column “RFQ”/“rfqRspId” to be filled by default with “X”
  • Column “StP”/“strePresId” to be filled by default with “X”

If you have any questions or comments, please send an e-mail to client.services@eurexchange.com.
 

Kind regards,
Your Client Services Team


Recipients:All Trading Participants of Eurex Deutschland and Vendors
Contact:client.services@eurexchange.com
Web:

www.eurexchange.com > Trading > Market-Making and Liquidity provisioning


 

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