Download circular c15/071

Survey
yes no Was this document useful for you?
   Thank you for your participation!

* Your assessment is very important for improving the work of artificial intelligence, which forms the content of this project

Transcript
F&O Clearing: Introduction of Clearing for additional ICE
Futures Europe Contracts
CIRCULAR
C15/071
Clearing Members are advised that the following ICE Futures Europe Contracts
will be made available for Trading and Clearing from Monday 01 June 2015
subject to completion of necessary regulatory processes.
22 May 2015
Physical
Code
Logical
Code
Category:
Name of the contract
Market
MIC
General
AIW
ASM International NV - American Cash
FLEX Option
ICE Futures
Europe
IFLO
AIW
ASM International NV - European Cash
FLEX Option
ICE Futures
Europe
IFLO
AIV
AIW
ASM International NV - American
Physical FLEX Option
ICE Futures
Europe
IFLO
AIP
AIW
ASM International NV - European
Physical FLEX Option
ICE Futures
Europe
IFLO
ISE
ISS
ISS A/S - Physical FLEX Future
ICE Futures
Europe
IFLO
ISS
ISS
ISS A/S - Cash FLEX Future
ICE Futures
Europe
IFLO
QRH
QRJ
Atea ASA - Physical FLEX Future
ICE Futures
Europe
IFLO
Atea ASA - Cash FLEX Future
ICE Futures
Europe
IFLO
IFLO
AIW
AIT
QRJ
QRJ
Attachments:
None
MIZ
MIR
SpareBank 1 SMN - Physical FLEX Future
ICE Futures
Europe
MIR
MIR
SpareBank 1 SMN - Cash FLEX Future
ICE Futures
Europe
IFLO
0JU
GJU
Gjensidige Forsikring ASA - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0JQ
NHD
Norsk Hydro ASA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0JJ
MH
Marine Harvest ASA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0JX
ORK
Orkla ASA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0JY
SCI
Schibsted ASA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0FN
AWS
International Consolidated Airlines
Group SA- Cash FLEX DASF
ICE Futures
Europe
IFLO
0AL
ALF
Alfa Laval AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0AZ
ASS
Assa Abloy AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0YT
ATA
Atlas Copco AB- Cash FLEX DASF
ICE Futures
Europe
IFLO
0JN
ELT
Electrolux AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
ERC
Telefonaktiebolaget LM Ericsson - Cash
FLEX DASF
ICE Futures
Europe
IFLO
0JG
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
Summary of content:
F&O Clearing:
Introduction of
additional ICE Futures
Europe Contracts
For more information
please contact:
Mark Woodward
Vice President
Corporate
Development
+44 (0)20 7065 7617
[email protected]
Gustav Stenfalt
Director, Corporate
Development
+44 (0)20 7429 4592
[email protected]
Risk Help Desk
+44 (0)20 7429 4578
[email protected]
Exchange Notices
automatically, please
go to our Subscriptions
page at:
https://www.theice.com
/Subscription.shtml
ICE Clear Europe Circular C15/071
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
1
0JA
0JR
FSB
GTG
Swedbank AB- Cash FLEX DASF
ICE Futures
Europe
IFLO
Getinge AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0JL
HAB
Hexagon AB - Cash FLEX DASF
ICE Futures
Europe
0LU
MED
Meda AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0LY
SVK
Sandvik AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0LZ
SCL
Svenska Cellulosa AB SCA - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0LD
SEB
Skandinaviska Enskilda Banken AB Cash FLEX DASF
ICE Futures
Europe
IFLO
0LH
IKA
Investor AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0LW
KIN
Investment AB Kinnevik - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0LE
SHB
Svenska Handelsbanken AB - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0LB
SKA
Skanska AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0LV
SFB
SKF AB - Cash FLEX DASF
ICE Futures
Europe
0FU
SQ
Swedish Match AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
0FQ
TLT
Tele2 AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
TeliaSonera AB - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0FJ
TLI
0FY
VLV
Volvo AB - Cash FLEX DASF
ICE Futures
Europe
0LQ
9MI
Millicom International Cellular SA - Cash
FLEX DASF
ICE Futures
Europe
IFLO
Atlantia SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0AH
ATS
0QU
UC
UniCredit SpA - Cash FLEX DASF
ICE Futures
Europe
0QQ
EGR
Enel Green Power SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0QJ
ENL
Enel SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0QX
ENI
Eni SpA - Cash FLEX DASF
ICE Futures
Europe
0QY
FIT
Fiat Chrysler Automobiles NV - Cash
FLEX DASF
ICE Futures
Europe
IFLO
0QZ
FAI
CNH Industrial NV - Cash FLEX DASF
ICE Futures
Europe
IFLO
0QD
GEN
Assicurazioni Generali SpA - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0QH
9US
UnipolSai SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
ICE Clear Europe Circular C15/071
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
2
0QW
0QB
SPM
LXG
Saipem SpA- Cash FLEX DASF
ICE Futures
Europe
IFLO
Luxottica Group SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0QV
MB
Mediobanca SpA - Cash FLEX DASF
ICE Futures
Europe
0QF
PIR
Pirelli & C. SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0QK
BPL
Unione di Banche Italiane SCpA - Cash
FLEX DASF
ICE Futures
Europe
IFLO
IFLO
0QM
SNA
Snam SpA - Cash FLEX DASF
ICE Futures
Europe
0QT
TI
Telecom Italia SpA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0QC
TEN
Tenaris SA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0QN
TRN
Terna Rete Elettrica Nazionale SpA Cash FLEX DASF
ICE Futures
Europe
IFLO
0AR
ABE
Abertis Infraestructuras SA - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0RU
ON
ACS Actividades de Construccion y
Servicios SA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0RQ
AMS
Amadeus IT Holding SA - Cash FLEX
DASF
ICE Futures
Europe
IFLO
0RJ
BKI
Bankia SA - Cash FLEX DASF
ICE Futures
Europe
IFLO
0RX
BKT
Bankinter SA - Cash FLEX DASF
ICE Futures
Europe
IFLO
Ferrovial SA - Cash FLEX DASF
ICE Futures
Europe
IFLO
IFLO
IFLO
0RW
CIN
0RF
CRI
CaixaBank SA - Cash FLEX DASF
ICE Futures
Europe
0RK
SBA
Banco de Sabadell SA - Cash FLEX DASF
ICE Futures
Europe
Full contract specifications are available from ICE Futures Europe Circular
15/107, Attachment 1, Attachment 2 and Attachment 3.
SPAN® parameters
1
The Contracts will be margined using SPAN® . Updated SPAN® parameters
are available at: https://www.theice.com/SpanFiles.shtml?listFiles=&type=nyse.
Should you have any questions in relation to this Circular or require any further
information, please contact Mark Woodward, Vice President, Corporate
Development, by phone on +44 (0)20 7065 7617 or by email
[email protected] Gustav Stenfalt, Director, Corporate
Development by phone on +44 (0)20 7429 4592 or by email
[email protected]
1 SPAN is a registered trademark of Chicago Mercantile Exchange Inc., used herein under license. Chicago Mercantile
Exchange Inc. assumes no responsibility in connection with the use of SPAN by any person or entity. SPAN is a risk evaluation
and margin framework algorithm.
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
ICE Clear Europe Circular C15/071
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
3
Questions in relation to Risk Management should be directed to Risk Help Desk
by phone on +44 (0)20 7429 4578 or by email [email protected] Operational questions should be directed to the
Operations Helpdesk by phone on +44 (0)20 7065 7600 or by email
[email protected]
Please ensure that the appropriate members of staff within your organisation
and customers are advised of the content of this Circular.
Signed:
Paul Swann
President & Managing Director
ICE Clear Europe Ltd, a Recognised Clearing House
under the Financial Services & Markets Act 2000
ICE Clear Europe Circular C15/071
Registered in England & Wales with Registered Office at
Milton Gate, 60 Chiswell Street, London, EC1Y 4SA
Company Registration No. 6219884
4
Similar