iSwap MTF

24 August 2020

Changes to Order Book Market Maker Programme Rulebook Qualifying Bid/Offer Spreads:

For the Calendar month of September and until further notice, the Qualifying Bid/Offer Spreads for all programme instruments have been amended. Please see below a list of the Qualifying spreads:

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For the Calendar month of September and until further notice, the Qualifying Bid/Offer Spreads remain unchanged from the Market Notice 2020.004ISWAPMTF issued on 27th April 2020: (https://regulatory.tpicap.com/Home/Feed?id=237)

Please see below for Qualifying Spreads:

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Capitalised terms used in this Market Notice shall have the meaning ascribed to them in the iSwap MTF Rulebook, Trade Execution Fee Card or iSwap Market Maker Programme Rulebook.

Please direct any questions regarding this Market Notice to:

Email:  i-swap@icap.com 

Post:

iSwap Euro Ltd,
2nd Floor,
155 Bishopsgate,
London
EC2M 3TQ,