SIX Swiss Exchange message no. 50/2017

SIX Swiss Exchange message no. 50/2017 Subject Amendment to Price Collar Factor for Rights and Options as of

1 December 2017

Category Trading and Products

Authorized by Adrian Isler, Head Market Operations Björn Schaub, Head Exchange Operations

Pages 2

Date 01.12.2017 Information

Content of this message:

  • Change to Price Collar Factor for Rights and Options as of 1 December 2017

  • Publication of amended Guideline “Trading Parameters”

  • Publication of updated Trading Guide

SIX Swiss Exchange is pleased to announce amendments to the Pre-Trade Controls in the trading segment “Rights st and Options” with effect from 1 December 2017.

At the request of participants, SIX Swiss Exchange has changed the Price Collar Factor for Rights and Options with immediate effect as follows:

Trading Segment Current Price Collar Factor New Price Collar Factor Trading Segment

598 – Rights and 9 99 598 – Rights and Options Options

No orders are deleted from the order books as a result of the change of Price Collar Factor.

The “Trading Parameters” Guideline has been amended in line with the Price Collar change for Rights and Options and will take effect on 1 December 2017.

The following table contains a detailed overview of the amendments:

Document Type of change Reference Title

“Trading Parameters” Guideline Amendment Annex E – Clause. 4 para. Order Values 1

The updated version of the “Trading Parameters” Guideline is now available on the SIX Swiss Exchange website.

The Trading Guides have also been revised and are now available under the following link:

SIX Swiss Exchange strives to develop its trading models and adapt them to market requirements on an ongoing basis.

SIX Swiss Exchange Ltd T + 41 58 399 5454 Pfingstweidstrasse 110 F + 41 58 499 5455 P.O. Box www.six-swiss-exchange.com CH-8021 Zurich

SIX Swiss Exchange message no. 50/2017 01.12.2017

If you have any questions, please do not hesitate to contact Exchange Operations:

Phone: +41 58 399 2475

E-mail: helpdesk.exc@six-group.com

Links to SIX Swiss Exchange: www.six-swiss-exchange.com | Member Section | Forms | Rules | Directives

Pfingstweidstrasse 110 F + 41 58 499 5455 P.O. Box www.six-swiss-exchange.com CH-8021 Zurich