Please note that the discount structure for EUR Vanilla, EUR Exotic and GBP Vanilla Interest Rate Options have been updated and take effect from June 1st. For more information please visit the ICAP UK OTF Venue Page.

Capitalised terms used in this Market Notice shall have the meaning ascribed to them in the ICAP UK OTF Rulebook.

Please direct any questions regarding this Market Notice to:

Email: tpsotfoperator@tpicap.com

Post: TP ICAP Broking Limited, 135 Bishopsgate, London EC2M 3TP, United Kingdom.