TRF Release Notes

Cboe is closed for the weekend.

Last Updated 19:13:33 GMT

Cboe Europe Equities: Trading Holiday Calendar 2018

December 07, 2018 15:35:06

Dear Cboe Europe Participants,

Please see below the upcoming half days on Cboe Europe Equities (Cboe) which will impact the live Production trading schedule. All times are UK time:

Date

Holiday Name

Exchange Orderbook and Cboe LIS - Continuous Trading Close Time

Exchange Trade Report (ETR) Service - Close Time

OTC Trade Reporting, APA and SI Services - Close Time

24/12/18

Christmas Eve

Last market closes at 13:00, for specific market center times refer to Holiday & Hours

14:00

13:45

25/12/18

Christmas Day

All markets closed full day

All markets closed full day

All markets closed full day

26/12/18

Boxing Day

All markets closed full day

All markets closed full day

All markets closed full day

31/12/18

New Year's Eve

Last market closes at 13:00, for specific market center times refer to Holiday & Hours

14:00

13:45

01/01/19

New Year's Day

All markets closed full day

All markets closed full day

All markets closed full day

Certification (UAT) Testing:

* In preparation, the trading schedule described above will be deployed in the CERTIFICATION environments, effective Wednesday 12th December 2018

The Cboe Trade Desk, NOC and Participant Services teams will be available until 14:00 UK time only.

For further detail, please refer to the Holidays & Hours section on our website available here: https://markets.cboe.com/newsroom/hours/europe/

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@bats.com | cboe.com >

Cboe Europe Equities: Brexit - Upcoming Certification (UAT) Changes, effective Monday 26th Nov 2018

November 20, 2018 09:47:04

Dear Cboe Europe Participants,

As previously announced, several technical changes are coming to the Cboe Europe Equities platforms in preparation for the UK's impending withdrawal from the European Union (EU) in March 2019. These changes are described in the Guidance Note and take effect in Certification (UAT) on Monday 26th November 2018 as per the table below:

Certification (UAT) & Production Availability
Functionality

UAT
Activation Date

Production
Activation Date

* Redistribution of Symbols between Units as described in Section 3.

26th Nov 2018

15th Feb 2019

* Multicast PITCH Transaction Marker functionality as described in Section 6.

26th Nov 2018

15th Feb 2019

* EU Venue MIC Codes, as described in Section 4:

o From the UAT activation date only Units 4, 5, 7 and 8 in BXE and CXE will be configured to be part of the new EU venue. The market distribution across these units is described in Appendix E of the Multicast PITCH Specification. All trades that occur on these units will be stamped with the EU MIC codes in the LastMkt field on executions returned to Participants through their order handler & DROP sessions and in the ExecVenue field on TCP and Multicast PITCH.

o From the Production activation date in BXE and CXE all EU Venue units as illustrated in Section 3 will have their trades stamped with EU Venue MICs as per the above bullet point.

26th Nov 2018

1st Apr 2019 *
From this date the field will begin using the new EU specific values where appropriate.

* Trading Venue flagging for trade reports on market data, as described in Section 5:

o From the UAT activation date the new Cboe Trade Flags values on Multicast and TCP PITCH will only be present on Units 4, 5, 7 and 8 in BXE and CXE and Unit 1 on the APA. The market distribution across these units is described in Appendix E of the Multicast PITCH Specification.

o From the Production activation date on 1st April 2019, the new values will be present on market data for all EU units as described in Section 3.

o From the Production activation date on 1st April 2019, the Cboe Trade Flags field will reflect the jurisdiction of the APA to which the trade was reported.

26th Nov 2018

1st Apr 2019 *
From this date the field will begin using the new EU specific values where appropriate.

* Production go-live is subject to confirmation from Cboe.

All Participants are required to review the Guidance Note for specific details on each change and ensure adherence to the timelines in Section 10 (page 18) for each of the upcoming mandatory changes.

As previously announced, you may be in the process of being allocated new ports to interface with the EU venue in Certification (UAT). On Monday 26th November 2018, all new and existing ports will maintain the ability to send and receive flow for both UK and EU Jurisdiction symbols in UAT, however effective January (date TBC) in UAT, the restrictions below will be implemented in-line with the functional behavior that will be rolled out in Production on 1st April 2019:

* FIX, BOE and FIXDROP ports will only provide and accept flow relating to their respective venue (EU or UK venue).

* ODROP sessions will also be configured to monitor ports and only replicate flow that will be part of the same jurisdiction (EU or UK venue).

In addition, Cboe's Brexit microsite resource should be checked regularly by Participants for upcoming updates regarding Brexit. All current and historical Cboe notices, including symbol universe updates, are available online.

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@bats.com | cboe.com >

Cboe Europe Equities: Brexit Mandatory Technical Changes - Guidance Note Now Available

November 02, 2018 11:48:21

Dear Cboe Europe Participants,

Cboe Europe would like to highlight the following technical changes coming to the Cboe Europe Equities platforms, in preparation for the UK's impending withdrawal from the European Union (EU) in March 2019.

The Cboe Europe Equities Brexit Technical Guidance Note is now available and details the technical interface changes required for all Cboe Europe Equities interfaces, which are summarised below:

* Order Entry, Trade Entry & DROP Interfaces (all going live on Brexit date):

o EU Venue MIC Codes: From 1st April 2019, new segments MICs for the EU venue will be supplied in the LastMkt (FIX tag 30) field in the Execution Report, Trade Cancel/Correct, Trade Capture Report messages on FIX, BOE ODROP & FIXDROP interfaces in BXE, CXE and Cboe LIS environments.

o Trade Reporting to the UK and EU APA: From 1st April 2019, the regulatory jurisdiction (UK or EU) of the bank code used for trade reporting into the Cboe APA will be used to denote whether the trade report is targeting the UK or EU APA. Depending on the post Brexit plans of each firm using the APA, firms may need to request new EU and/or UK bank codes and then populate the relevant bank code in the PartyID (FIX tag 448) field of the Trade Capture Report message on FIX and BOE interfaces. The resulting Cboe APA will then be reflected on market data via the Cboe Trade Flags field. Cboe will be reaching out to firms using it's APA to understand each firm's plans, in order for the correct regulatory jurisdiction to be applied to each bank code referenced above.

o UK and EU ODROP and FIXDROP Sessions: As part of the Brexit Migration process, Participants will be allocated new ports to interface with the EU venue. All existing ports will remain allocated to the UK venue. It should be noted that effective immediately ODROP sessions will be configured to monitor ports and only replicate flow that will be part of the same jurisdiction (EU or UK venue) from 1st April 2019. FIXDROP ports will also only provide flow relating to their respective venue from 1st April, but will provide trades on all symbols prior to that point. Participants should therefore cater for receiving trades for all symbols down both their existing and future EU venue FIXDROP port until 1st April. From 1st April the FIXDROP ports will only provide trades for symbols on their respective venues.

* Market Data Interfaces:

o Changes going live before Brexit date:

* Redistribution of Symbols between Matching Units: Symbols are distributed across Matching Units by a market and alphabetical symbol distribution. From 15th February 2019, in preparation for the creation of separate UK and EU venues, some markets will be migrated to a different Matching Unit in the BXE, CXE, SIS and APA environments. This will result in changes in the subscription details for receiving Multicast PITCH market data for these markets. In addition, on the effective date the matching_unit column in the symbol reference data files will be updated to reflect the new unit to which symbols from these markets will be allocated.

* Trading Venue Segregation for Multicast PITCH: From 15th February 2019, for the BXE and CXE environments, new UK and EU venue Multicast PITCH feed infrastructure will be established to which participants will need to migrate to, which will run alongside the existing legacy feeds. From this point onwards, Participants are urged to begin migrating over to the new feeds. On 27th September 2019 the legacy Multicast PITCH feeds will no longer be available. These changes will impact all current consumers of BXE and CXE Multicast PITCH, and Participants will be required to subscribe to a new set of multicast feeds as well as connect to new GRP and SPIN ports.

* Multicast PITCH Transaction Markers: From 15th February 2019, Market Data Transaction Markers will be added to Multicast PITCH in BXE and CXE. This functionality adds a Transaction Begin message to the protocol to indicate that any subsequent messages up to the accompanying Transaction End message, are all part of the same transaction block.

* Microseconds on TCP PITCH: All messages currently sent on TCP PITCH contain a Timestamp field representing the number of milliseconds since midnight. From 15th February 2019, these messages will be updated to begin sending the number of microseconds since midnight. In order to facilitate the structural change, all existing messages will be replaced with new message types. The existing messages will cease to be sent from go-live.

o Changes going live on Brexit date:

* EU Venue MIC Codes: From 1st April 2019, new MICs for the EU venue will be published in the Execution Venue field of the Trade Message - Extended Form message type on Multicast and TCP PITCH feeds in BXE and CXE environments.

* Trade Reporting to the UK and EU APAs: From 1st April 2019, the existing Cboe Trade Timing Indicator field has been renamed to the Cboe Trade Flags field and it will now also convey the Cboe Regulated Entity (UK or EU) to which a trade report was submitted. This change will apply to the Trade Message - Extended Form and Trade Message - Unknown Symbol message types on Multicast and TCP PITCH feeds in the BXE, CXE and APA (TRF) environments.

* Transaction Reporting Obligations:

o Depending on a third country Trading Participant's unique situation related to Brexit, there may be additional Venue Transaction Reporting Obligations to consider. Trading venues under MiFID have an existing obligation to transaction report to their NCA on behalf of non-EU Trading Participants. On the assumption that the UK will have a similar requirement on non-UK based firms post-Brexit, Cboe will require entities not based in the UK jurisdiction to submit additional information in order for Cboe to meet its Transaction Reporting obligation derived from Participant trading activity. Similarly, UK firms trading on the EU venue will be considered non-EU and will also be required to Transaction Report.

Please note that the functionality going live on Brexit date (1st April 2019) is subject to:

* The relevant regulatory authorisation being granted to Cboe EU to provide its services; and

* Cboe EU confirming that it will launch the operations.
All other functionality will go live on the dates stated above.

Please refer to the Guidance Note for specific detail on each change. All Participants are required to review the Guidance Note and ensure adherence to the timelines in Section 10 (page 18) for each of the upcoming mandatory changes.

In addition, Cboe's Brexit microsite resource should be checked regularly by Participants for upcoming updates regarding Brexit. All current and historical Cboe notices, including symbol universe updates, are available online.

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@bats.com | cboe.com >

REMINDER: Cboe Europe: Change to TCR TradeReportID validation, effective Fri 9th Nov 2018

October 17, 2018 13:16:05

Dear Cboe Europe Equities Participants,

Effective Friday 9th November 2018, Cboe Europe (Cboe) will enforce port level day-uniqueness of the TradeReportID value (corresponds to Cboe FIX tag 571) on Trade Capture Reports (TCRs) submitted by Participants. The change will affect TCRs across the BXE, CXE and TRF environments. Order entry remains unaffected.

Currently Cboe only enforces the uniqueness of TradeReportID values among live TCRs and recommends that Participants keep TradeReportID values day unique. From Friday 9th November 2018, Cboe will reject any TCR where the value supplied in TradeReportID has already been provided on the same port that day.

Certification (UAT) Testing

* The change is available in the CERTIFICATION (UAT) environment for testing effective immediately.

Documentation

Cboe Europe Technical Specifications

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: Change to TCR TradeReportID validation, effective Fri 9th Nov 2018

October 01, 2018 09:27:43

Dear Cboe Europe Equities Participants,

Effective Friday 9th November 2018, Cboe Europe (Cboe) will enforce port level day-uniqueness of the TradeReportID value (corresponds to Cboe FIX tag 571) on Trade Capture Reports (TCRs) submitted by Participants. The change will affect TCRs across the BXE, CXE and TRF environments. Order entry remains unaffected.

Currently Cboe only enforces the uniqueness of TradeReportID values among live TCRs and recommends that Participants keep TradeReportID values day unique. From Friday 9th November 2018, Cboe will reject any TCR where the value supplied in TradeReportID has already been provided on the same port that day.

Certification (UAT) Testing

* The change is available in the CERTIFICATION (UAT) environment for testing effective immediately.

Documentation

Cboe Europe Technical Specifications

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 >

REMINDER: Cboe Europe Equities: Changes to Symbol Reference File, effective Fri 28th September 2018

September 26, 2018 12:31:12

Dear Cboe Europe Equities Participants

Cboe Europe Equities (Cboe) will be introducing some changes to the Symbol Reference Data CSV file as outlined below, effective Friday 28th September 2018:

Symbol Reference Data CSV
In summary, the following changes will be made to the file:

* capped column - A value of 1 will indicate "Capped voluntarily by Cboe for Dark Book trading only (Negotiated Trades are still accepted)". The value of 3 will be removed as it is no longer required.

* venue_cap_percentage column - All values in this column will be removed (blank).

* regulated_entity column - Addition of new column to denote the Cboe regulated entity (UK or EU) upon which the instrument is traded.

The changes above will be effective for the BXE, CXE, TRF, LIS and SIS symbol reference data files, upon the PRODUCTION effective date indicated above.

Testing
These changes, including detailed descriptions of each column have been reflected in the updated Reference Data Specification, and are already available in the CERTIFICATION (UAT) environments for testing at: http://certification.bats.com/europe/equities/support/reference_data/. The same changes will take effect in the PRODUCTION environments at the start of day on Friday 28th September 2018.

All current and historical Cboe 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 >

REMINDER: Cboe Europe Equities: Changes to Symbol Reference File, effective Fri 28th September 2018

September 18, 2018 14:29:34

Dear Cboe Europe Equities Participants

Cboe Europe Equities (Cboe) will be introducing some changes to the Symbol Reference Data CSV file as outlined below, effective Friday 28th September 2018:

Symbol Reference Data CSV
In summary, the following changes will be made to the file:

* capped column - A value of 1 will indicate "Capped voluntarily by Cboe for Dark Book trading only (Negotiated Trades are still accepted)". The value of 3 will be removed as it is no longer required.

* venue_cap_percentage column - All values in this column will be removed (blank).

* regulated_entity column - Addition of new column to denote the Cboe regulated entity (UK or EU) upon which the instrument is traded.

The changes above will be effective for the BXE, CXE, TRF, LIS and SIS symbol reference data files, upon the PRODUCTION effective date indicated above.

Testing
These changes, including detailed descriptions of each column have been reflected in the updated Reference Data Specification, and are already available in the CERTIFICATION (UAT) environments for testing. The same changes will take effect in the PRODUCTION environments at the start of day on Friday 28th September 2018.

All current and historical Cboe 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 Equities: Changes to Symbol Reference File, effective Friday 28th September 2018

August 20, 2018 16:00:58

Dear Cboe Europe Equities Participants

Cboe Europe Equities (Cboe) will be introducing some changes to the Symbol Reference Data CSV file as outlined below, effective Friday 28th September 2018:

Symbol Reference Data CSV
In summary, the following changes will be made to the file:

* capped column - A value of 1 will indicate "Capped voluntarily by Cboe for Dark Book trading only (Negotiated Trades are still accepted)". The value of 3 will be removed as it is no longer required.

* venue_cap_percentage column - All values in this column will be removed (blank).

* regulated_entity column - Addition of new column to denote the Cboe regulated entity (UK or EU) upon which the instrument is traded.

The changes above will be effective for the BXE, CXE, TRF, LIS and SIS symbol reference data files, upon the PRODUCTION effective date indicated above.

Testing
These changes, including detailed descriptions of each column have been reflected in the updated Reference Data Specification, and will be made available in the CERTIFICATION (UAT) environments for testing from Monday 27th August 2018. The same changes will take effect in the PRODUCTION environments at the start of day on Friday 28th September 2018.

All current and historical Cboe 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

UPDATE: Cboe Europe Equities: Participant Portal Enhancement effective Fri 4th May 2018

April 27, 2018 11:37:28

Dear Cboe Europe Equities Participants,

Please be advised that the Cboe Europe Equities (Cboe) Participant portal home page has undergone an enhancement. The new functionality can be tested effective immediately through the Certification Participant portal - https://certification.bats.com/account/login/.

Summary of changes:

The Cboe Participant portal re-design is primarily a cosmetic enhancement to the portal's account home page as well as bringing the portal in line with our public website. It also allows for additional new member tools to be released in the future.

The Cboe Exchange Tools section introduces functionality where each Cboe exchange platform is grouped by tool. The user will hover their cursor over the tool to reveal each exchange platform they are permissioned to view. Permissions are currently managed by Cboe and can be applied at tool and exchange platform granularity.

Participant and exchange tool functionality are unaffected by these improvements and their URLs remain unchanged, therefore any existing bookmarks will continue to work as normal.

[cid:image002.png@01D3D89C.9AE9FCC0]

Production:

The outlined Cboe Participant portal account home page enhancement will be released into Production effective Friday, 4th May 2018.

Documentation

A summary of the enhancement is available online at http://cdn.batstrading.com/resources/participant_resources/Cboe_Europe_Equities_Participant_Portal_Enhancement.pdf.

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: Participant Portal Enhancement

April 20, 2018 13:37:43

Dear Cboe Europe Equities Participants,

Please be advised that the Cboe Europe Equities (Cboe) Participant portal home page has undergone an enhancement. The new functionality can be tested effective Monday, 23rd April 2018 through the Certification Participant portal - https://certification.bats.com/account/login/.

Summary of changes:

The Cboe Participant portal re-design is primarily a cosmetic enhancement to the portal's account home page as well as bringing the portal in line with our public website. It also allows for additional new member tools to be released in the future.

The Cboe Exchange Tools section introduces functionality where each Cboe exchange platform is grouped by tool. The user will hover their cursor over the tool to reveal each exchange platform they are permissioned to view. Permissions are currently managed by Cboe and can be applied at tool and exchange platform granularity.

Participant and exchange tool functionality are unaffected by these improvements and their URLs remain unchanged, therefore any existing bookmarks will continue to work as normal.

Production:

The outlined Cboe Participant portal account home page enhancement will be released into Production effective Monday, 7th May 2018. The Certification release is effective Monday, 23rd April 2018.

Documentation

A summary of the enhancement is available online at http://cdn.batstrading.com/resources/participant_resources/Cboe_Europe_Equities_Participant_Portal_Enhancement.pdf.

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: SI Services - Quote Entry port end of day maintenance, effective Wed 11th April 2018

April 10, 2018 14:45:43

Dear Cboe Europe Equities Participants
This notice applies to FIX and BOE quote entry port connectivity for the PRODUCTION Off-Exchange Systematic Internaliser (SI) Services environment only.

Between 17:30 - 18:30 UK time on Wednesday 11th April 2018, Cboe Europe will carry out maintenance activities after business activity has ceased but prior to session end. As a result you may notice quote entry session disconnects during this period. Connectivity will then be restored to its normal state and the environment will be available for application level connectivity the following morning at the usual start up time.

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

Please contact the Trade Desk 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: Annual Disaster Recovery Test - Saturday 14th April 2018

April 09, 2018 09:14:31

Dear Cboe Europe Equities Participants

Annual Disaster Recovery test - Saturday 14th April 2018

MiFID II and its supporting level 2 regulations place extensive testing obligations on venues and their participants. Cboe Europe (Cboe) is obliged to not only test its own systems, but also to ensure that its Participants test their systems. Accordingly all Participants are strongly encouraged to participate in the annual disaster recovery (DR) testing. Firms that do not participate may be required to provide additional evidence of appropriate levels of testing.

Cboe will be conducting its annual 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

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.

o UK Call-in Number: +44 207 897 0111

o Participant Passcode: 1917347665#

Documentation

* Disaster Recovery Guide

* Disaster Recovery Testing Guide

Testing

* Cboe will be conducting a weekly data centre failover test from the CXE Certification environment in LD4 to its backup in LD3, after 10:00 UK time each Wednesday up to and including Wednesday 11th April. Participants can view their Certification CXE DR (LD3) connectivity details in the Logical Ports dashboard within the Participant Portal. For access to this utility please contact the Trade Desk.

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

All current and historical Cboe notices 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 >

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

March 29, 2018 12:03:13

Dear Cboe Europe Equities Participants

Annual Disaster Recovery test - Saturday 14th April 2018

MiFID II and its supporting level 2 regulations place extensive testing obligations on venues and their participants. Cboe Europe (Cboe) is obliged to not only test its own systems, but also to ensure that its Participants test their systems. Accordingly all Participants are strongly encouraged to participate in the annual disaster recovery (DR) testing. Firms that do not participate may be required to provide additional evidence of appropriate levels of testing.

Cboe will be conducting its annual 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

Testing

* Cboe will be conducting a weekly data centre failover test from the CXE Certification environment in LD4 to its backup in LD3, after 10:00 UK time each Wednesday up to and including Wednesday 11th April. Participants can view their Certification CXE DR (LD3) connectivity details in the Logical Ports dashboard within the Participant Portal. For access to this utility please contact the Trade Desk.

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

All current and historical Cboe notices 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 >

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

March 20, 2018 11:01:58

Dear Cboe Europe Equities Participants

** Further to the previous announcements below, Cboe Europe (Cboe) will be conducting a weekly data centre failover test from the CXE Certification environment in LD4 to its backup in LD3, after 10:00 UK time each Wednesday up to and including Wednesday 11th April. Participants can view their Certification CXE DR (LD3) connectivity details in the Logical Ports dashboard within the Participant Portal. For access to this utility please contact the Trade Desk.

Annual Disaster Recovery test - Saturday 14th April 2018

MiFID II and its supporting level 2 regulations place extensive testing obligations on venues and their participants. Cboe is obliged to not only test its own systems, but also to ensure that its Participants test their systems. Accordingly all Participants are strongly encouraged to participate in the annual disaster recovery (DR) testing. Firms that do not participate may be required to provide additional evidence of appropriate levels of testing.

Cboe will be conducting its annual 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 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 >

REMINDER: Cboe Europe: BXTR TRF - Upcoming Changes to Deferral Processing for Unknown Symbols, effective Fri 23rd Mar 2018

March 16, 2018 15:10:25

Dear Cboe Europe Participants

Please be advised that effective Friday 23rd March, 2018 there will be behavioural changes to the Cboe APA service related to processing of deferred trade reports in unknown symbols. A symbol is classified as unknown if it is not present within the Cboe TRF symbol universe. Please note that all On-Exchange trade reporting behaviour in BXE and CXE remains unaffected.

Currently, submission of a trade capture report in an unknown symbol with requested deferred publication either, results in a rejection, or, no deferral being applied (depending on the configuration applied). Effective Friday 23rd March 2018, the same request will result in the trade report being accepted and eligible for deferral as long as the ISIN is within the ESMA register. If the ISIN is not within the ESMA register, then the trade report will still be accepted however the deferral request will be ignored resulting in the trade being published immediately on TRF market data feeds. For more details on the functionality being introduced and other clarifications and updates to deferral behaviour, please review the updated Service Description.

Testing
These changes will be available for testing in TRF Certification environment effective Monday 26th February, 2018.

Documentation
APA Service Description
TRF FIX Specification
TRF BOE Specification

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

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

=?Windows-1252?Q?REMINDER:_Cboe_Europe_Equities:_SI_Reg_Quote_=96_Message?= =?Windows-1252?Q?s/sec_limit_to_be_enforced_effective_Fri_23rd_March_2018?=

March 16, 2018 13:30:11

Dear Cboe Europe Equities Participants
Summary
Effective Friday, 23rd March 2018, all Off-Exchange Systematic Internaliser (SI) Regulatory quote entry ports will be limited to a maximum rate of 5000 SI quote messages/sec per port. Any submission of quotes exceeding this rate will be rejected. If a more restrictive setting is required this can be set using the Participant risk Port Controls available through the Cboe Europe Member Web portal.

Testing
This change will be available for testing in the SIS CERTIFICATION environment effective Monday 19th March 2018. The same change will take effect in the SIS PRODUCTION environment on Friday, 23rd March 2018.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/trf_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: Annual Disaster Recovery Test - Saturday 14th April 2018

March 15, 2018 10:07:50

Dear Cboe Europe Equities Participants

Annual Disaster Recovery test - Saturday 14th April 2018

MiFID II and its supporting level 2 regulations place extensive testing obligations on venues and their participants. Cboe Europe (Cboe) is obliged to not only test its own systems, but also to ensure that its Participants test their systems. Accordingly all Participants are strongly encouraged to participate in the annual disaster recovery testing. Firms that do not participate may be required to provide additional evidence of appropriate levels of testing.

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 >

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

March 12, 2018 08:07:26

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 >

=?Windows-1252?Q?Cboe_Europe_Equities:_SI_Reg_Quote_=96_Messages/sec_limi?= =?Windows-1252?Q?t_to_be_enforced_effective_Fri_23rd_March_2018?=

March 09, 2018 15:00:37

Dear Cboe Europe Equities Participants
Summary
Effective Friday, 23rd March 2018, all Off-Exchange Systematic Internaliser (SI) Regulatory quote entry ports will be limited to a maximum rate of 5000 SI quote messages/sec per port. Any submission of quotes exceeding this rate will be rejected. If a more restrictive setting is required this can be set using the Participant risk Port Controls available through the Cboe Europe Member Web portal.

Testing
This change will be available for testing in the SIS CERTIFICATION environment effective Monday 19th March 2018. The same change will take effect in the SIS PRODUCTION environment on Friday, 23rd March 2018.

All current and historical Cboe Europe Equities notices, including symbol universe updates, are available online at http://markets.cboe.com/europe/equities/notices/trf_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: Annual Disaster Recovery Test - Saturday 14th April 2018

February 26, 2018 12:15:35

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: BXTR TRF - Upcoming Changes to Deferral Processing for Unknown Symbols, effective Fri 23rd Mar 2018

February 23, 2018 12:35:46

Dear Cboe Europe Participants

Please be advised that effective Friday 23rd March, 2018 there will be behavioural changes to the Cboe APA service related to processing of deferred trade reports in unknown symbols. A symbol is classified as unknown if it is not present within the Cboe TRF symbol universe. Please note that all On-Exchange trade reporting behaviour in BXE and CXE remains unaffected.

Currently, submission of a trade capture report in an unknown symbol with requested deferred publication either, results in a rejection, or, no deferral being applied (depending on the configuration applied). Effective Friday 23rd March 2018, the same request will result in the trade report being accepted and eligible for deferral as long as the ISIN is within the ESMA register. If the ISIN is not within the ESMA register, then the trade report will still be accepted however the deferral request will be ignored resulting in the trade being published immediately on TRF market data feeds. For more details on the functionality being introduced and other clarifications and updates to deferral behaviour, please review the updated Service Description.

Testing
These changes will be available for testing in TRF Certification environment effective Monday 26th February, 2018.

Documentation
APA Service Description
TRF FIX Specification
TRF BOE Specification

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

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