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1. Introduction
Currently, the “strategySymbol” parameter in the Market-Making Performance Measurement (MMPM) XML parameter file “NNFILMMPARPUBLIYYYMMDDXEUR” provided on the Common Report Engine contains strategy abbreviations for five types of complex instruments that differ from the ones used in the T7 trading system.
Effective from 1 September 2023, the abbreviations used in the T7 trading system will be adopted for the XML parameter file and thus unified.
2. Required action
Trading Participants active in Market-Making/Liquidity Provisioning in complex instruments and processing the MMPM XML parameter file “NNFILMMPARPUBLIYYYMMDDXEUR” are requested to adjust their processing procedures for the MMPM XML parameter file accordingly.
3. Details
The five strategy abbreviations in the XML parameter file will be taken from the T7 trading system and adjusted as follows:
Instrument type | strategySymbol (old) | strategySymbol (new) | ||||
Call Butterfly | CBT | CBUT | ||||
Call Condor | CCO | CCOND | ||||
Put Butterfly | PBT | PBUT | ||||
Put Condor | PCO | PCOND | ||||
Straddle Calendar Spread | STT | STDT |
Further information
Recipients: | All Trading Participants of Eurex Deutschland and vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Revision/Security Coordination | |
Contact: | Eurex Pricing, eurex.pricing@eurex.com | |
Web: | ||
Authorized by: | Randolf Roth |
Market Status ⓘ
XEUR
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