Derivatives Trade Reporting

Derivatives Trade Reporting

London Stock Exchange Derivatives Market accepts trade reports for pre-negotiated trades in standard listed derivatives as well as non standard series for equity derivatives.

All trades have the guarantee of CCP Clearing with LCH Clearnet.

Members or reporting brokers must report:

• Underlying
• Instrument
• Counterparty firms (unless performing a two-sided/ cross trade)
• Account type and traders name at counterparty firm (used for confirmation purposes and must be a London Stock Exchange Derivatives ‘Approved Trader’)

The following can have Flexible parameters:

• Price/ Premium (configurable to more decimal places, product dependent)
• Expiration (configurable per market, usually has to be a business day)
• Option exercise style (European or American style, product dependent)
• Option delivery type (cash or physical delivery, product dependent)

Members should note that when a Standard series is generated, with the same parameters of an existing Tailor-made (Flex) series (e.g. due to the generation of new expiries, or due to the movement of the underlying security), the trading platform automatically converts these Tailor-made (Flex) series to Standard series.