Market Notice 2019.006.iSwap MTF

01 Dec 2019 10:00

iSwap MTF Updates.

1. An update to the terms of the iSwap MTF Ratecard will be made effective from 1 January 2020.  For details of the changes please contact the operator.  The updated iSwap MTF Ratecard will be made available on the venue website nearer to the effective date.
2. An update to the terms of the iSwap Market Maker Programme Rulebook will be made effective from 1 January 2020.  For details of the changes please contact the operator.  The updated iSwap Market Maker Programme Rulebook will be made available on the venue website nearer to the effective date.
3. Effective 1 December 2019, the instrument optionality clause on page 10 of the iSwap Market Maker Programme Rulebook has been extended for the remainder of the Programme term.  For the avoidance of doubt:

*June 1 2019 - March 1 2020 under MMP2 a market maker may replace both 5 and 10Y Gadget with both A-EUR 7Y and A-EUR 30Y

iSwap MTF Venue Page

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, 
United Kingdom