Derivatives

View all Derivatives info flashes below, or see just those for: BlueNext, Automatic Trade Deletion, Intraday Margin Project, Detection of Exercises and Abandonments Losses Project, Series on Request Project, or Daily Options on AEX Index Project.

2008
11 April	-	Reminder: BLUENEXT's Risk Management and Clearing Fund
08 April	-	BLUENEXT's Risk Management and Clearing Fund
20 March	-	Testing Details
07 March	-	Documentation available on line
27 February	-	BlueNext Announcement
19 February	-	Go Live in production: 22 February 2008
12 February	-	Go live 31 March 2008
29 January	-	Tests on EUA: Reminder
16 January	-	Questionnaire: Project contact & tests on EUA
09 January	-	Member tests on EUA: 15 January 2008

2007
28 December	-	NYSE Euronext (Liffe) Series on Request Project
23 November	-	Go live date
09 November	-	ATD: Project Launch - November 12th and 26th
19 October	-	ATD: Implementation of automatic Trade Deletion functionality in C21®
20 September	-	ATD: Implementation of automatic Trade Deletion functionality in C21®
07 September	-	Derivatives: Short Option Minimum re-activation & other SPAN® Risk Parameter file enhancements
21 June	-	Short Option Minimum re-activation & other SPAN® Risk Parameter file enhancements
05 June	-	Project: Clearing Fund for Powernext Futures Market
22 May	-	Project: Clearing Fund for Powernext Futures Market
14 May	-	Updated detailed specifications of the SPAN® parameter file
27 April	-	Project: Intra-day Margin (IDM)
26 April	-	Project: Clearing Fund for Powernext® Futures Market
22 March	-	IDM: Go live date
12 March	-	IDM: Go live date and update on daily schedule
26 February	-	IDM: Member tests and sign-off
12 February	-	IDM: Multiple sessions “With Cover Call”
06 February	-	IDM: Service description update
25 January	-	IDM: IDM member testing
12 January	-	IDM: Thresholds for the parallel-run test

2006
20 December	-	IDM: IDM Launch scheduled in March 2007
08 December	-	Guidelines Clearing Fee Adjustment due to Corporate Actions
07 December	-	IDM: Implementation of Short Option Minimum (SOM) calculation change, effective as of the close of business day (cob) 8 December 2006
21 November	-	IDM: Intra-day Margin Project: Member testing on EUA platform
20 November	-	Derivative Fees Invoicing Changes and Implementation Plan
15 November	-	IDM: Intra-day Margin project
07 November	-	IDM: Short Option Minimum calculation formula update in production as from the 9th December 2006
20 October	-	IDM: Short Option Minimum calculation formula update in production as from the 9th December 2006
02 October	-	IDM: SPAN® Risk Parameter file update on Production 27th October 2006
18 September	-	IDM: Short Option Minimum calculation formula testing
08 September	-	IDM: Updates in the CATS report
08 September	-	IDM: SPAN® Risk Parameter file on EUA
04 August	-	Derivatives C21 Testing Platform closed from 08 until 10 August 2006 morning
28 July	-	IDM: Service Description
30 May	-	Closure of the C21 derivatives clearing test platform
23 May	-	Closure of the C21 derivatives clearing test platform
15 May	-	Updated transaction fees on Amsterdam currency futures
09 May	-	Fee holiday on all TOTAL Option trades
28 April	-	SPAN® parameter file update: availability of files
25 April	-	SPAN® parameter file update: active on 27th April 2006
25 April	-	New Package method Testing guide
24 April	-	EFS Launch date confirmed on Tuesday 2 May 2006
31 March	-	SPAN® parameter file
24 March	-	SPAN® parameter file
21 March	-	Package method Testing guide
09 March	-	Initialisation of the CLEARING 21® derivatives test platform
02 March	-	Initialisation of the CLEARING 21® derivatives test platform
27 February	-	Management of the corporate event package method in the C21 clearing system
13 February	-	Updates in the OPEJ files on Derivative Trading fees
08 February	-	Postponement of the Sub record P activation for the SPAN® parameter file
20 January	-	New Treasury Guide available
11 January	-	Reminder - Update of the sub record type “P” in the SPAN® parameter file

2005
23 December	-	Update of the sub record type “P” in the SPAN® parameter file
20 December	-	Black windows timeframe Q1 2006
31 October	-	Project: FCE trading session
28 October	-	Activation of the sub record type “P” in the SPAN® parameter files
29 September	-	Black windows timeframe update Q4 2005
30 August	-	Derivatives OPEJ files update