LSEDM Document Library

Trading

Derivatives Trading Calendar 2019   →60kbXLSX
LSEDM Trading Services Description   →1mbPDF
LSEDM BNT & DP Threshold Parameters   →114kbXLSX
LSEDM Bilaterally Negotiated Trade Guidance   →330kbPDF
Guide to Pre-Trade Validation Service   →416kbPDF
BTS GUI Pre Trade Validation Service User Manual   →2mbPDF
Strategies    →308kbPDF
Bundled Orders    →624kbPDF
Third Party Execution    →411kbPDF
Self Execution Prevention    →329kbPDF

Market Making

LSEDM Obligations of Liquidity Providers and Market Makers    →345kbPDF
Market Making Agreement   →604kbPDF
Market Maker List   →34kbPDF
Bulk Quoting Protection Description   →552kbPDF
LSEDM Designated Market Maker Programme RFP – RIOB Derivatives   →200kbPDF
LSEDM Designated Market Maker Application Form – RIOB Derivatives   →221kbDOCX
CurveGlobal Products Designated Liquidity Provider Programme RFP   →536kbPDF
CurveGlobal Products Designated Liquidity Provider Agreement   →195kbDOCX
CurveGlobal Products Designated Market Maker Application Form   →267kbDOCX
CurveGlobal Products MiFID II Market Maker Agreement   →179kbDOCX

Products

LSEDM - Product List   →81kbXLSX
LSEDM Contract Specification   →198kbPDF
CurveGlobal Products Contract Specification   →413kbPDF
Block BTS Factsheet   →2mbPDF
LSEDM Brochure   →3mbPDF

Fees

LSEDM Tariff Schedule    →232kbPDF
Connectivity Charges   →213kbPDF

Rules & Regulation

LSEDM Rule Book    →856kbPDF
SEC Class No-Action relief declaration   →52kbPDF
SEC Class No-Action Relief for Foreign Options Market   →PDF
Market Notice relative to the SEC Class No-Action relief for LSEDM eligible options   →192kbPDF

Membership

Trading Services Terms And Conditions   →161kbPDF
Member Portal User Manual - Short Code Long Code Mapping   →380kbPDF
CurveGlobal Products Principal Trading Scheme Application   →152kbPDF
CurveGlobal Products Principal Trading Scheme Terms and Conditions    →233kbPDF

Corporate Actions

Corporate Actions Policy   →395kbPDF

Technical Specifications

Connectivity Guide

LSEDM102 - Connectivity Guide - Issue 4.4   →425kbPDF

SAIL Trading Protocol

LSEDM301 - Issue 7.0 - SAIL Technical Specification   →2mbPDF

FIX Trading Protocol

LSEDM201 - Issue 7.0 - FIX 4.2 Technical Specification   →1mbPDF

HSVF

LSEDM401 - Issue 9.0 - HSVF Market Data Technical Specification   →1017kbPDF

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

Certification Guides

Guide to Certification (FIX)   →687kbPDF
Guide to Certification (SAIL)   →1mbPDF
HSVF Self Certification Form   →34kbPDF
Certification Report (FIX)   →94kbXLS
Certification Report (SAIL)   →111kbXLS

MiFID II / MiFIR Documentation

FIA MiFID II Exchange Readiness Questionnaire   →366kbPDF
Reconciliation File   →493kbPDF
RTS24 Order Correction Process   →330kbPDF
Member Portal User Manual - Short Code Long Code Mapping   →380kbPDF
LSEG MiFIR Transaction Reporting ‎Guide for non-MiFID members (Assisted Reporting)   →993kbPDF
LSEDM UTI PUTI Generation Logic   →456kbPDF
LSEG Brexit Third Country Member Transaction Reporting Guide (Venue Reporting)   →462kbPDF

Future Documentation

Next Functional Release - SOLA 13 (CurveGlobal Only)

LSEDM401 - Issue 10.0 - HSVF Market Data Technical Specification   →1mbPDF
SOLA 13 Release Notes   →237kbPDF