As communicated in our Notice N15 on 24 May 2019, UBS MTF would like to inform you that the new Pegged Order Type will be available in its Production environment from Friday 28 June 2019. UBS MTF Periodic Auction will continue to support Limit Order in order to remain a price forming order book.
UBS MTF would like to share with you the changes to the UBS MTF Rulebook and User Guide that were required for the introduction of the new Order Type. These changes will be effective from Friday 28 June 2019.
The changes principally refer to new definitions to clearly differentiate between the order types available on each Order Book. Sections 6.6 and 6.7 provide further information about the Periodic Auction Order Book changes.
A mark-up version of the Rulebook and a clean version are attached with this Notice. A mark-up version of the UBS MTF User Guide is also attached with this Notice.
