Detailed overview of the amendments as of 7 December 2020

Trading Regulations - Detailed overview of the amendments SWXess Maintenance Release 9 (SMR9) Entry into force 07.12.2020

The following amendments have been made:

Document Type Reference Title

Trading Rules New Clause 10.1 para. 2 lit. d) On-exchange trading

New Clause 11.4 Trading with quote requests

New Clause 30 para. 21 Revision

Directive 2: Change Clause 6.1.2 OUCH Trading Interface (OTI) Technical Connectivity New Clause 6.1.4 QOD User Interface

Directive 5: Change Clause 1 Purpose and principle Alternative Trading Change Section I Common Provisions

Change Clause 2 Admission of participants

New Clause 3.1 para. 2 Trading interfaces

Change Clause 3.2.1 Reference data

Change Clause 3.2.2 Market data

Change Clause 4.1 Reporting obligation

Change Clause 4.2 Post-trade transparency

Change Clause 4.5 para. 1 Clearing and settlement

New Clause 4.5 para. 2 and 3 Clearing and settlement

New Clause 8 para. 2 Sponsored Access

New Clause 9.1 para. 1 lit. c) Trading in SwissAtMid - Tradeable securities

New Clause 9.8 lit. c) Trading in SwissAtMid - Price step

New Section IV On Exchange trading with quote requests in Quote on Demand

New Clause 11.1 Trading in Quote on Demand – Tradeable securities

New Clause 11.2 Trading in Quote on Demand – Trading days and hours

New Clause 11.3 Trading in Quote on Demand – Clearing day

New Clause 11.4 Trading in Quote on Demand – Liquidity providers

SIX Swiss Exchange Ltd T + 41 58 399 5454 Pfingstweidstrasse 110 www.six-group.com P.O. Box CH-8021 Zurich

Trading Regulations - Detailed overview of the amendments Entry into force 07.12.2020 SWXess Maintenance Release 9 (SMR9)

Document Type Reference Title

New Clause 11.5 Trading in Quote on Demand – Quote on Demand order book

New Clause 11.6.1 Trading in Quote on Demand – Definition of quote request

New Clause 11.6.2 Trading in Quote on Demand – Type of quote request

New Clause 11.6.3 Trading in Quote on Demand – Specification of quote request

New Clause 11.7.1 Trading in Quote on Demand – Quote definition

New Clause 11.7.2 Trading in Quote on Demand – Quote specification

New Clause 11.8 Trading in Quote on Demand – Price steps

New Clause 11.9 Trading in Quote on Demand – Trading modes

New Clause 11.10 Trading in Quote on Demand – Market model

New Clause 11.10.1 Trading in Quote on Demand – Execution priority

New Clause 11.10.2 Trading in Quote on Demand – Trades of quote requests

New Clause 11.11 Trading in Quote on Demand – Algorithmic trading

New Clause 11.12 Trading in Quote on Demand – Pre-trade controls

New Clause 11.13 Trading in Quote on Demand – Trading interruption

New Clause 11.14 Trading in Quote on Demand – QOD Report

Guideline Change Clause 1.3 List of fees List of Charges under the New Clause 10.1 Fees for on-exchange trading with Trading Rules quote requests – Principle

New Clause 10.2 Fees for on-exchange trading with quote requests – Transaction fee

New Clause 10.3 Fees for on-exchange trading with quote requests – Ad valorem fee

SIX Swiss Exchange Ltd T + 41 58 399 5454 Pfingstweidstrasse 110 www.six-group.com P.O. Box CH-8021 Zurich

Trading Regulations - Detailed overview of the amendments Entry into force 07.12.2020 SWXess Maintenance Release 9 (SMR9)

Document Type Reference Title

New Clause 11.4 Fees for on-exchange trading with quote requests – Rate bands

Change Clause 12.1 para. 1 QPS capacity fee

New Annex L – Clause 3 Fees for on-exchange trading without pre-trade transparency in SwissAtMid – Investment Funds

New Annex N – Clause 1 Fees for on-exchange trading with quote requests in Quote on Demand – ETF and ETP

New Annex N – Clause 2 Fees for on-exchange trading with quote requests in Quote on Demand – Capacity fees

Guideline Change All Annexes – Clause 2 Market model, order types and Trading Parameters trading services

Change Annex G – Clause 3 Investment Funds - Order values

Change Annex H – Clause 3 Exchange Traded Funds (ETF) – Order values

Change Annex P – Clause 3 Exchange Traded Products (ETP) – Order values

SIX Swiss Exchange Ltd T + 41 58 399 5454 Pfingstweidstrasse 110 www.six-group.com P.O. Box CH-8021 Zurich