LSEDM Document Library

Trading

Derivatives Trading Calendar 2017   →62kbXLSX
LSEDM - Trading Services Description    →1mbPDF
Bilaterally Negotiated Trade Guidance   →407kbPDF
Guide to Pre-Trade Validation Service   →711kbPDF
BTS GUI Pre Trade Validation Service User Manual   →2mbPDF
Strategies    →308kbPDF
Bundled Orders    →624kbPDF
Third Party Execution    →411kbPDF
Self Execution Prevention    →329kbPDF

Market Making

Market Making Obligations    →408kbPDF
Market Making Agreement   →412kbPDF
Bulk Quoting Protection Description   →552kbPDF
CurveGlobal Products Designated Market Maker Programme RFP   →235kbPDF
Equity Derivatives Designated Market Maker Programme RFP   →225kbPDF
CurveGlobal Products Designated Market Maker Application   →220kbDOCX
Equity Derivatives Designated Market Maker Application   →210kbDOCX

Products

LSEDM - Product List   →108kbXLSX
Equity Derivatives Contract Specification    →482kbPDF
CurveGlobal Products Contract Specification   →358kbPDF
FTSE100 Weekly Options   →462kbPDF
Vectalis connectivity to LSEDM   →1mbPDF
Brochure- BIST 30 Index Derivatives   →6mbPDF
Block BTS Factsheet   →2mbPDF
LSEDM Brochure   →3mbPDF

Fees

Tariff Schedule   →368kbPDF
Connectivity Charges   →387kbPDF

Rules & Regulation

Derivatives Rule Book   →704kbPDF
Derivatives Rule Book (effective 3 January 2018)   →688kbPDF
CFTC Certification Letter for BIST30 Index Futures   →430kbPDF
SEC Class No-Action relief declaration   →76kbPDF
SEC Class No-Action Relief for Foreign Options Market   →PDF
CFTC certification letter for FTSE 100 and FTSE UK SLQ index futures   →63kbPDF
Market Notice relative to the SEC Class No-Action relief for LSEDM eligible options   →192kbPDF

Membership

Recognised Intermediary Application Form   →185kbPDF
Change of Profile Form   →473kbPDF
Trading Services Terms And Conditions   →161kbPDF
Derivatives Registered Persons Schedule for Equity Derivative Products   →147kbPDF
Derivatives Registered Persons Schedule for CurveGlobal Products Form A   →164kbPDF

Corporate Actions

Corporate Actions Policy   →395kbPDF

Technical Specifications - Equity Derivatives

Connectivity Guide

LSEDM102 - Connectivity Guide - Issue 4.2   →324kbPDF

SAIL Trading Protocol

LSEDM300- SAIL Business Design Guide   →897kbPDF
LSEDM301 - SAIL Technical Specification 9.2   →2mbPDF

FIX Trading Protocol

LSEDM200 - FIX 4.2 Business Design Guide   →499kbPDF
LSEDM201 - FIX 4.2 Technical Specification 9.2   →1mbPDF

HSVF

LSEDM401 - HSVF Market Data Techical Specification 9.2   →1mbPDF

BCS

LSEDM702 - BIts Clearing Station (BCS) Application Data Layouts Issue 1.0.5   →2mbPDF
LSEDM705 - BCS User Guide Issue 1.0.10   →2mbPDF
LSEDM706 - BITS Clearing System (BCS) API Programmer's Manual Issue 3.4   →786kbPDF
BCS Pricing Schedule   →117kbPDF

Technical Specifications - Interest Rate Derivatives (CurveGlobal)

FIX Trading Protocol

LSEDM201 - FIX4.2 Technical Specification 9.1   →1mbPDF

SAIL Trading Protocol

LSEDM301 - SAIL Technical Specification 9.1   →2mbPDF

HSVF

LSEDM401 – HSVF Market Data Technical Specification 9.0.1 (SOLA 9)   →842kbPDF

Next Functional Release

SOLA 11 - MiFID II Specifications

LSEDM201 - Issue 5.5 - FIX 4.2 Technical Specification   →1mbPDF
LSEDM301 - Issue 5.5 - SAIL Technical Specification   →2mbPDF
LSEDM401 - Issue 5.5- HSVF Market Data Technical Specification   →1mbPDF
LSEDM - AFME MiFID II Due Diligence Questionnaire   →522kbPDF
MiFID II Deployment Guide Proposal - Issue 1.1   →440kbPDF
FIA MiFID II Exchange Readiness Questionnaire   →366kbPDF
Member Portal User Manual - Short Code Long Code Mapping   →363kbPDF

Certification Guides

Guide to Certification (FIX)   →667kbPDF
Guide to Certification (SAIL)   →1mbPDF
HSVF Self Certification Form   →34kbPDF
Certification Report (FIX)   →93kbXLS
Certification Report (SAIL)   →119kbXLS