17.12.2014 16:40
Additional settlement codes to be introduced for repo with the CCP
The following additional settlement codes will be available in "repo with CCP — non-anonymous orders" mode during the New Year public holidays:
- Y0/Y3, Y0/Y4, and Y0/Y5 on 30 December 2014,
- Y0/Y3 and Y0/Y4 on 5 January 2015, and
- Y0/Y3 on 6 January 2015.
List of settlement codes to be valid during the New Year public holidays:
| Settlement date of the first part of the repo trade | Non-anonymous orders | Anonymous orders | Negotiated trades | Settlement date of the second part of the repo trade |
|---|---|---|---|---|
| 30.12.2014 | Y0/Y1 Y0/Y2 Y0/Y3 Y0/Y4 Y0/Y5 Y1/Y2 T0/Y1 T0/Y2 |
Y0/Y1 | Y0 Y1 Y2 |
Y1 — 05.01.2015 Y2 — 06.01.2015 Y3 — 08.01.2015 Y4 — 09.01.2015 Y5 — 12.01.2015 |
| 05.01.2015 | Y0/Y1 Y0/Y2 Y0/Y3 Y0/Y4 Y1/Y2 T0/Y1 T0/Y2 |
Y0/Y1 | Y0 Y1 Y2 |
Y1 — 06.01.2015 Y2 — 08.01.2015 Y3 — 09.01.2015 Y4 — 12.01.2015 |
| 06.01.2015 | Y0/Y1 Y0/Y2 Y0/Y3 Y1/Y2 T0/Y1 T0/Y2 |
Y0/Y1 | Y0 Y1 Y2 |
Y1 — 08.01.2015 Y2 — 09.01.2015 Y3 — 12.01.2015 |
| 08.01.2015 | Y0/Y1 Y0/Y2 Y1/Y2 T0/Y1 T0/Y2 |
Y0/Y1 | Y0 Y1 Y2 |
Y1 — 09.01.2015 Y2 — 12.01.2015 |
Other terms for making repo trades with the CCP will remain unchanged.
For further information, please contact the Public Relations Department at (495) 363-3232.