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Negotiated Options Strategy (NOS) trades that include a futures leg must be entered into the clearing system with a trade type (STXD) code of "R".
Effective Monday, April 5, Negotiated Options
Strategy (NOS) trades may include a futures leg, with some restrictions
as per the ICE Futures Canada Rules. Please refer to the ICE Futures
Canada notice dated April 1, 2010, at the following link, for further
information on changes to the Negotiated Options Strategy program:
https://www.theice.com/publicdocs/futures_canada/member_notices/April1_deltaneutral_NOS.pdf
As advised in the notice dated March 26, 2010, firms may temporarily continue to use trade type “X” for NOS without a futures leg, but both parties to the trade must use the same trade type code.
