.jpg)
UBS MTF would like to announce an update to the UBS MTF Stock Universe published on our server.
In order to help our Members managing the dark volume caps going live with MiFID II, our Stock Universe file will include two additional columns to indicate if an instrument is suspended for trading under the Reference Price Waiver (CAPPED) and the end date of the suspension (CAP_END_DATE).
The CAPPED column will display three possible values: d for discretionary suspension, 4 for 4% dark volume cap and 8 for 8% dark volume cap.
The CAP_END_DATE will display the end of the suspension in the YYYY-MM-DD format.
Details of the Stock Universe content and how to download it are available in our revised Guide to Reference Data published online (www.ubs.com/mtf) and an example of the new Stock Universe template is attached to this notice for information.
The file in the new format will be published from Thursday 7 December 2017.
If you have any queries regarding this notice, or comments on the MiFID II update above, please contact the UBS MTF Supervisors at +44 207 568 2052 or ubs_mtf@ubs.com.
