Date post: | 19-Feb-2016 |
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1 Definition of Terms .................................................................................................................. 1
2 General Provisions ................................................................................................................... 7
2.1 Products............................................................................................................................ 7
2.2 Transactions ..................................................................................................................... 7
2.3 Orders ............................................................................................................................... 8
2.3.1 Management of Orders ............................................................................................. 8
2.4 Technical Difficulties of an Exchange Participant ............................................................. 9
2.5 Cancellation of Order and Mistrade ............................................................................... 10
2.5.1 Cancellation of Order in Auction Trading ................................................................ 10
2.5.2 Mistrade in Continuous Trading .............................................................................. 10
2.5.3 Mistrade in Submission For Clearing ....................................................................... 11
3 Auction Trading ..................................................................................................................... 13
3.1 Orders in Auction Trading .............................................................................................. 13
3.2 Price Determination (the matching algorithms) ............................................................ 14
4 Continuous Trading ............................................................................................................... 17
4.1 Orders in Continuous Trading ........................................................................................ 17
4.2 Account Types ................................................................................................................ 18
4.3 Trade Limits .................................................................................................................... 18
5 Submission For Clearing ........................................................................................................ 19
5.1 Orders in Submission For Clearing ................................................................................. 19
5.2 Account Types ................................................................................................................ 20
5.3 Trade Limits .................................................................................................................... 20