Sun 9 Mar 2014, 11:20:18 GMT
NYSE Liffe London Market:
UCP market-wide status messages will appear here....
1. LOW - Automatic Exercise of Short Term Interest Rate ("STIR") Option Contracts Upon Expiry
As announced via London Info-Flash No. LO13/93, with immediate effect (i.e. the December 2013 expiry), the automatic option exercise settings for STIR Option Contracts have been reduced to 0.001 from 0.005 in order to align them with the granularity of the quarterly Option Expiry Reference Price/Exchange Delivery Settlement Price ("EDSP").
NYSE Liffe U.S. Market:
NYPC TRS/CPS market-wide status messages will appear here.....