Support for the following workflows has been included as part of Phase 3 of the swaps best practices: recommendations to support the new regulations for SEFs; mid-market mark, US vs. non-US person, block trades, required vs. permitted transactions, etc., guidance on how to send tiered prices i.e. different prices for the same instrument to multiple customers, guidance on sending 'Axes' to indicate if you are a better buyer or seller, guidance on how to run auctions and how to support workups, support for stop orders, iceberg orders and peg orders and messaging from the execution venue to the dealer to confirm if a trade has been cleared.
Files list:
File | Action |
---|---|
Swaps Best Practices Phase 3 08May2014.zip | Download |
Total Files | 1 |
File Size | 7.65 MB |
Create Date | May 8, 2014 |