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Notice
Further to notice 1143.23.11, ASX will be re-enabling the inter-commodity ratio spreads, UDCs and implied orders (baits) for packs, bundles and butterflies on Monday 19 February 2024. The re-enabling of previously unavailable UDC and inter-commodity spreads follows the implementation of a fix for the issue identified in November 2023.
UDCs and implied prices (baits) will be available from Monday 19 February 2024 at the commencement of the day session.
Inter-commodity ratio spreads as listed in Appendix 1 will be relisted and available for trading as of Trade Date 20 February 2024 (commencement of the night session on 19 February 2024). Instrument reference data for these will be disseminated as normal following the increment of the business date at 16:40 19 February 2024.
The fix for the issue is a code change isolated to the Matching Engine that includes some bait calculation optimisations. Non-functional test results have shown no increase in matching engine latency and in some cases a small reduction.
What do I need to do by when?
ASX 24 trading participants and end users are advised to review and if necessary adjust their order entry and trading strategies to operate with the specified exchange provided Inter-commodity ratio spreads, UDC and Exchange Defined Combination (EDC) functionality that will be available from Monday 19 February 2024.
Please contact Trading Operations if you have any questions or if you need any further clarification.
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Trading Operations
+61 (02) 9256 0677, 1300 655 560
tradingoperations@asx.com.au