LSEDM Document Library

Trading

Derivatives Trading Calendar 2018   →58kbXLSX
LSEDM Trading Services Description   →1mbPDF
LSEDM BNT & DP Threshold Parameters   →132kbXLSX
LSEDM Bilaterally Negotiated Trade Guidance   →494kbPDF
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    →503kbPDF
Market Making Agreement   →608kbPDF
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   →113kbXLSX
LSEDM Contract Specification   →347kbPDF
CurveGlobal Products Contract Specification   →413kbPDF
FTSE100 Weekly Options   →462kbPDF
Brochure- BIST 30 Index Derivatives   →6mbPDF
Block BTS Factsheet   →2mbPDF
LSEDM Brochure   →3mbPDF

Fees

LSEDM Tariff Schedule    →390kbPDF
Connectivity Charges   →213kbPDF

Rules & Regulation

LSEDM Rule Book    →856kbPDF
CFTC Certification Letter for BIST30 Index Futures   →430kbPDF
SEC Class No-Action relief declaration   →52kbPDF
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
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    →245kbPDF

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 8.0.1 - HSVF Market Data Technical Specification   →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

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   →993kbPDF
LSEDM UTI PUTI Generation Logic   →329kbPDF

Future Documentation

Next Functional Release - SOLA 12.4

LSEDM401 - Issue 9.0 - HSVF Market Data Technical Specification   →1mbPDF
SOLA 12.4 Release Notes   →175kbPDF