Release Notes

All systems are functioning normally.

Last Updated 01:56:34 GMT

FINAL REMINDER: Cboe Europe Equities: Secure Web API - Password Change Required by Mon 5th March 2018 - ACTION REQUIRED

February 22, 2018 10:24:04

Dear Cboe Europe Equities Participants
Please be advised that effective Monday, 5th March 2018, to enhance security, Cboe Europe Equities (Cboe) will require all Secure Web API users to change their passwords. Additionally, Cboe will be implementing a requirement that Web API accounts have their passwords updated at least once annually going forward. Accounts will be automatically locked if not updated annually, so it is critical your firm implements controls to ensure accounts are updated per this schedule to ensure you are not unexpectedly locked out of the Secure Web API. If you have received a new Secure Web API login or reset your password since Monday, 15th January 2018 please ignore this email.

Details:

* Starting Monday, 5th March 2018, your Secure Web API login will be locked out and you will be forced to reset your password to regain access.

* Secure Web API users and those who programmatically access the secure Cboe Europe participant portal must change their password now to avoid being locked out.

* Only Secure Web API users and those who programmatically access the secure Cboe Europe participant portal are subject to this change.

How to reset your Secure Web API Password:

* Navigate to https://batstrading.co.uk/account/forgot_password/ and enter the username of the account you would like to reset

* A Password Reset link will be sent to the email address associated to the account

* You will be asked to enter a new password which will take effect immediately

* Please update any internal systems on your side with the new password

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe: Periodic Auctions Order Book - Minimum Acceptable Quantity changes, effective 9th March 2018

February 19, 2018 16:25:48

Dear Cboe Europe Participants,

Effective Friday 9th March 2018, Cboe Europe Equities will support Minimum Acceptable Quantity (MAQ) for Periodic Auctions Book orders where Broker Preferencing has been enabled. The MAQ logic will be applied at the allocation phase of the auction.
This functionality is already available for non-preferenced orders on the Periodic Auctions Book.

Testing
These changes are available for testing in the Certification BXE environment effective immediately.

Documentation
Periodic Auctions Guidance Note
Periodic Auctions Factsheet

Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T. +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >
* Cboe Europe Equities is a Recognised Investment Exchange regulated by the Financial Conduct Authority.

Cboe Europe Equities: ESMA TTC data usage, effective Thursday 1st Feb 2018

January 31, 2018 16:36:34

Dear Cboe Europe Equities Participants
Please be advised that effective Thursday, 1st February 2018, Cboe Europe Equities (Cboe) will use the recently updated ESMA transitional transparency calculations (TTC) to determine tick size and LIS data for equity instruments available for trading on Cboe BXE and CXE.
As a result, Participants should expect an increase in static data updates when parsing Cboe BXE and CXE Symbol Reference Data Files tomorrow.

All current and historical Cboe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

REMINDER: Cboe Europe Equities: Secure Web API - Password Change Required by Mon 5th March 2018

January 31, 2018 12:35:40

Dear Cboe Europe Equities Participants
Please be advised that effective Monday, 5th March 2018, to enhance security, Cboe Europe Equities (Cboe) will require all Secure Web API users to change their passwords. Additionally, Cboe will be implementing a requirement that Web API accounts have their passwords updated at least once annually going forward. Accounts will be automatically locked if not updated annually, so it is critical your firm implements controls to ensure accounts are updated per this schedule to ensure you are not unexpectedly locked out of the Secure Web API. If you have received a new Secure Web API login or reset your password since Monday, 15th January 2018 please ignore this email.

Details:

* All Secure Web API participants must change their password by end of day Sunday, 4th March 2018

* Only Secure Web API users and those who programmatically access the secure Cboe Europe participant portal are subject to this change.

* If you utilise the Secure Web API or use programmatic access and have not changed your password by 2359 UK Time on Sunday, 4th March 2018, your account will be locked starting Monday, 5th March 2018, until you reset your password.

How to reset your Secure Web API Password:

* Navigate to https://batstrading.co.uk/account/forgot_password/ and enter the username of the account you would like to reset

* A Password Reset link will be sent to the email address associated to the account

* You will be asked to enter a new password which will take effect immediately

* Please update any internal systems on your side with the new password

Testing:
Please be advised that effective Monday, 12th February 2018, all Secure Web API account passwords will be reset in the CERTIFICATION environment, requiring Participants to change the account password.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe Equities: Additional MIC code values for Negotiated Trades on BXE and CXE, effective Fri 9th Feb 2018

January 26, 2018 15:59:48

Dear Cboe Europe Equities Participants
Summary:
Today, Negotiated Trades transacted on the BXE or CXE environments are flagged on the exchange market data feeds with a MIC code value of BATE, CHIX or LISX in the Execution Venue field of the Trade - Extended MessageType. These MIC code values describe the specific Cboe Europe venue upon which the Negotiated Trade (NT) was executed. Please note that effective Friday, 9th February 2018, instead of BATE and CHIX, the MIC codes BATF, CHIO, and BARO will be published in the Execution Venue field of the Trade - Extended MessageType to indicate various types of NTs. LISX will continue to be published for Cboe LIS trades.

Background:
The upcoming change will distinguish NTs with their own MIC codes (BATF for BXE NTs, CHIO for CXE NTs, and BARO for REGM NTs). All Cboe Europe MIC codes are described here: http://markets.cboe.com/europe/equities/clearing/market_codes/

Testing:
Please be advised the above changes are available for testing in the Cboe BXE and CXE CERTIFICATION environments effective immediately.

Documentation:
TCP PITCH Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_PITCH_Specification.pdf
Multicast PITCH Specification: http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_MC_PITCH_Specification.pdf
Cboe Europe MIC codes: http://markets.cboe.com/europe/equities/clearing/market_codes/

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe: Annual Disaster Recovery Test - Saturday 14th April 2018

January 26, 2018 14:33:26

Dear Cboe Europe Equities Participants

Annual Disaster Recovery test - Saturday 14th April 2018

Cboe Europe (Cboe) will be conducting its annual disaster recovery (DR) test for the Production BXE, CXE, TRF and SIS environments on Saturday 14th April 2018.
The purpose of this testing day is for Cboe to simulate various DR failover scenarios, including a test of market failover from its primary data centre at Equinix Slough (LD4) to its secondary data centre at Equinix Park Royal (LD3). Participant attendance is not mandatory but is strongly recommended as this exercise affords Participants the ability to observe how their trading, quoting, trade reporting and market data applications would function in the event of a DR event at Cboe.

Participants should note the following:

* Change Freeze - Participants wishing to take part in the DR test must submit any outstanding requests for new ports by 16:00 UK time on Thursday 12th April. No new port requests will be processed on Friday 13th April.
* Production Data - Please ensure that your Production systems are configured not to send Production trade reports when Cboe systems come up on the morning of Saturday 14th April, as all data from that day will be discarded as test data.
* Disaster Recovery Test Schedule of Activities - attached

Key contacts on the day

* The standard Cboe support contacts will be available from 07:00 until 13:00 UK time:

o NOC: NOCEurope@cboe.com +44 20 7012 8905

o Trade Desk: TradeDeskEurope@cboe.com +44 20 7012 8901

Conference Bridge

* There will be an one-way conference bridge open from 07:30 to 13:15 UK used by Cboe staff to disseminate regular progress updates throughout the day.

* Details of the conference bridge will be sent out closer to the DR test date.

Documentation

* Disaster Recovery Guide

* Disaster Recovery Testing Guide

Please contact the Trade Desk or your Account Manager if you have any questions.

All current and historical Cboe notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe Equities: Visible Peg Order Price change, effective Fri 19th Jan 2018

January 16, 2018 09:53:47

Dear Cboe Europe Equities Participants
Summary:
Please be advised that effective Friday, 19th January 2018, Visible Peg order Limit prices will be rounded away from the primary price to a price increment on the less aggressive Cboe tick if the referenced price is not on a Cboe tick. Both Primary and Market Peg orders can be visible on Cboe orderbooks and will therefore be affected by this change. On the same effective date, Visible Peg orders will be re-enabled for Swiss instruments. All of these changes take effect for all instruments on the Cboe BXE and CXE orderbooks.

Background:
In some cases today Cboe symbols are on a different tick size to the primary market of listing symbol, which could result in cases where Cboe Primary and Market peg quotes could be off-tick from other Cboe quotes. The change described above aims to address this anomaly.

Testing:
Please be advised the above changes are available for testing in the Cboe BXE and CXE CERTIFICATION environments effective Wednesday, 17th January 2018.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe Equities: Secure Web API - Password Change Required by Mon 5th March 2018

January 15, 2018 14:16:45

Dear Cboe Europe Equities Participants
Please be advised that effective Monday, 5th March 2018, to enhance security, Cboe Europe Equities (Cboe) will require all Secure Web API users to change their passwords. Additionally, Cboe will be implementing a requirement that Web API accounts have their passwords updated at least once annually going forward. Accounts will be automatically locked if not updated annually, so it is critical your firm implements controls to ensure accounts are updated per this schedule to ensure you are not unexpectedly locked out of the Secure Web API.

Details:

* All Secure Web API participants must change their password by end of day Sunday, 4th March 2018

* Only Secure Web API users and those who programmatically access the secure Cboe Europe participant portal are subject to this change.

* If you utilise the Secure Web API or use programmatic access and have not changed your password by 2359 UK Time on Sunday, 4th March 2018, your account will be locked starting Monday, 5th March 2018, until you reset your password.

How to reset your Secure Web API Password:

* Navigate to https://batstrading.co.uk/account/forgot_password/ and enter the username of the account you would like to reset

* A Password Reset link will be sent to the email address associated to the account

* You will be asked to enter a new password which will take effect immediately

* Please update any internal systems on your side with the new password

Testing:
Please be advised that effective Monday, 12th February 2018, all Secure Web API account passwords will be reset in the CERTIFICATION environment, requiring Participants to change the account password.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/release_notes/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe: MiFID II Tick Size changes, effective 9th January, 2018

January 05, 2018 16:24:40

Dear Cboe Europe Equities Participants
Please be advised that effective Tuesday, 9th January 2018, Cboe Europe Equities (Cboe) will align equity instruments (excluding Swiss) with the most relevant market's tick sizes where that market's tick size is currently more granular than that on Cboe BXE, CXE and LIS. This will result in Cboe being in line or more granular than the most relevant market's tick size for MiFID II eligible securities.

Testing:
These changes will be available in the certification symbol reference files for the Cboe BXE, CXE and LIS UAT environments effective Monday, 8th January 2018.

In addition, we wish to remind Participants of changes in behaviour of orders and trade reports processed by our platforms as a result of the MiFID II regulation in force. Orders and trade reports may be rejected in some scenarios as a result of these changes. Details of the changes are outlined in the CBOE EUROPE MIFID II GO LIVE GUIDANCE NOTE.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >

Cboe Europe: Dark Limit Order changes, effective 8th January, 2018

January 05, 2018 16:22:24

Dear Cboe Europe Equities Participants
Please be advised that effective Monday, 8th January 2018, Cboe Europe Equities (Cboe) will no longer reject orders entered with off-tick prices on Cboe Dark Books in Production and Certification.

In addition, we wish to remind Participants of changes in behaviour of orders and trade reports processed by our platforms as a result of the MiFID II regulation in force. Details of the changes are outlined in the CBOE EUROPE MIFID II GO LIVE GUIDANCE NOTE.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/.

Please contact the Trade Desk or your Account Manager if you have any questions.

Trade Desk
Cboe Europe Equities
11 Monument Street | London, EC3R 8AF
T: +44 207 012 8901
E: TradeDeskEU@cboe.com | cboe.com >