Miscellaneous

May 31: LSE - Introduction of FTSE 100 Index Weekly Options

On Tuesday, May 31, LSE will  launch FTSE 100 Index Weekly Options. For additional information, please see the Market Notice 2016/027.

TT Impact:

In order to trade these products, customers must apply an updated pMerge file on all LSE Gateways.  

To apply the pMerge file, complete the following steps:

1. Copy the attached LSE.pmg file to <drive letter>:\tt\config.
2. Stop GuardServer.
3. Navigate to <drive letter>:\tt\bin.
4. Double-click pMerge.exe. The Enter Exchange Name window appears.
5. Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.
6. Navigate to <drive letter>:\tt\config and select the LSE.pmg file.
7. Note: pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.
8. Close the pMerge status bar.
9. Start GuardServer.

Note: The above-listed steps need to be repeated for each LSE Gateway.

After pMerge runs, verify that the Guardian Product Table contains the following values:

Contract: Week 1 FTSE 100 option

Product Code: W1UKX

Point Value: 10

Contract: Week 2 FTSE 100 option

Product Code: W2UKX

Point Value: 10

Contract: Week 4 FTSE 100 option

Product Code: W4UKX

Point Value: 10

Contract: Week 5 FTSE 100 option

Product Code: W5UKX

Point Value: 10