RTP2 Repo Trading GUI — Help Version 1.0 · RTP2 Repo Trading GUI — Help Page 1-2 Version 1.0.0 SXR-MAN-GUI-100_/E General Information Version 1.0.0, April 2015 Provides step-by-step

RTP2 Repo Trading GUI — HelpVersion 1.0.0

SXR-MAN-GUI-100_/E, Version 1.0.0, April 2015

This is the RTP2 Repo Trading GUI Help Version 1.0.0. It is intended for tradersin the Repo market working with Version 1.6.1.0.0 and higher of the RTP2 RepoTrading GUI.

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© Copyright SIX Repo AG 2015. All rights reserved. All trademarks acknowledged.

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RTP2 Repo Trading GUI — Help Page iiVersion 1.0.0 SXR-MAN-GUI-100_/ETable of Contents Version 1.0.0, April 2015

Table of Contents

1 General Information ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1- 1

1.1 Purpose & Scope of the Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 11.2 User Roles and Access Rights . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 21.3 Contract Types .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 2

2 Getting Started - Main Window .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2- 1

3 Customise a Workspace .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3- 1

3.1 Create a New Workspace .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 13.2 Edit a Workspace ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 23.3 Fill and Resize Workspace Grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 23.4 Save and Load Layout Settings.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 33.5 Rearrange Panes ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 4

3.5.1 Close Pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 43.5.2 Pop Out. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 43.5.3 Pop in .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 53.5.4 Resize Pane .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 53.5.5 Zoom Out . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 53.5.6 Zoom In.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 63.5.7 Rearrange Columns .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 6

3.6 Work with Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 63.6.1 Configure Master Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 63.6.2 Disable / Re-EnableMaster Filter. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 83.6.3 Filter Columns .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 8

3.7 Additional Setting Options .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 83.7.1 RSS Feeds.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 83.7.2 Colors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 9

4 Configure Auto-Match Items ... .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4- 1

5 Auctions ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5- 1

5.1 Create an Auction... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 15.2 Create an Auction Template . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 15.3 Update Auction.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 25.4 Send Auction Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 35.5 Take Auction Orders. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 45.6 Allocate Auctions ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 4

6 Quoting ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6- 1

6.1 Open the Quoting Pane .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 16.2 Hit a Quote ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 16.3 Respond to Quotes (Negotiation) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 26.4 Hit a Quote (Execute) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 26.5 Using Auto-Match to Create Trades .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 2

7 Bilateral Trading .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7- 1

7.1 Enter New REPO Request Offer. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 17.2 Send Order Response to Request Offer Received ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 27.3 Reject Request Offer Received .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 37.4 Take Order Received .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 37.5 Counter Order Received ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 47.6 Reject Order Received .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 47.7 Create New Repo Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 47.8 Create Quote Response ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 5

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7.9 Enter New Repo Order from Scratch.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 67.10 Enter New OTC SPOT Request Offer. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 7

8 Work with Positions.. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8- 1

8.1 Position Upload .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .8- 1

9 Panes .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9- 1

9.1 Bilateral Trading Pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 19.2 Auctions Overview Pane... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 19.3 Auctions Allocations Pane .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 29.4 Repo Quoting .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 29.5 Executions View .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2

10 Forms .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1

10.1 New Repo Auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 110.2 New OTC Spot Auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1

A Allocation Methods... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1

A.1 Volume Tender Allocation Methods.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1A.1.1 Allocation by Percentage.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1A.1.2 Amount Spread Evenly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 2A.1.3 Amount (Total Allocation). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 2A.1.4 Total Amount and Min./Max. Per Participant. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 3

A.2 Price Tender Allocation Methods.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 5A.2.1 Allocation by Spread Amount .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 6A.2.2 Allocation by Marginal Allocation Price .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 7A.2.3 Allocation by Spread Amount and Marginal Allocation Price .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 9

A.3 Rate Tender Allocation Methods .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-10A.3.1 Allocation by Spread Amount .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-11A.3.2 Allocation by Marginal Allocation Rate .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-13A.3.3 Allocation by Spread Amount and Marginal Allocation Rate.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-14

X Index .... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . X- 1

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RTP2 Repo Trading GUI — Help Page 1-1Version 1.0.0 SXR-MAN-GUI-100_/EGeneral Information Version 1.0.0, April 2015

1 General Information

• Purpose & Scope of the Manual (see page 1- 1 )• User Roles and Access Rights (see page 1- 2 )• Contract Types (see page 1- 2 )

1.1 Purpose & Scope of the Manual

The RTP2 Repo Trading GUI Help provides assistance to users of the RTP2 RepoTrading GUI.

Access

Help can be accessed from the Repo Trading GUI (Help menu) and the Help Page inthe Membertest and Production environments.

Format

• Online Help

Direct access from the Repo Trading GUI (Help menu) or the Help Page in the

Membertest and Production environments. Use the index to find specific topics.

• PDF

For print. Access from the Online Help or the Help Page in the Membertest and

Production environments.

Sections

Help consists of the following sections:

• General Information

Provides hints and links to SIX Repo Reference Data GUI and SIX Repo Website

• Getting Started

Provides basic information on the default setup of the RTP2 Trading GUI's Main

Window

• Customise a Workspace

Provides step-by-step instructions to adjust the working surface of RTP2 Repo

Trading GUI to specific business needs (including configuration of filters and

colors).

• Configure Auto-Match Items

Provides step-by-step instructions to set up limit auto-match items.

• Auctions

Provides step-by-step instructions to perform the most common tasks when

working in the Auctions Overview and Auctions Allocations Pane of the RTP2

Trading GUI.

• Quoting


working in the QuotingPane of the RTP2 Trading GUI.

• Bilateral Trading

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RTP2 Repo Trading GUI — Help Page 1-2Version 1.0.0 SXR-MAN-GUI-100_/EGeneral Information Version 1.0.0, April 2015


working in the Bilateral Trading and Executions Pane of the RTP2 Trading GUI.

• Position Managementt

Provides step-by-step instructions to manage position in the RTP2 Trading GUI.

• Panes

Provides detailed information on the most important elements of the main panes

and links to the most important actions accessible from each pane.

• Forms

Provides detailed information on the most important elements of the forms and

links to related actions.

• Appendix

Provides further background information on selected topics (currently restricted to

Allocation Methods)

1.2 User Roles and Access Rights

Access rights to the trading functionalities of the RTP2 Repo Trading GUI are party-and user-specific and can be configured in the SIX Repo Reference Data GUI ADDLINK.

1.3 Contract Types

A basic distinction that can be made between different contract types is the durationof the contract. For standard contract types, this is always a predefined duration,whereas for non-standard contract types the duration is partially or completelyuser-defined. For more information, see the Product Specification for the CH RepoMarket.

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http://www.six-repo.com/en/home/participation/regulation.html

http://www.six-repo.com/en/home/participation/regulation.html

RTP2 Repo Trading GUI — Help Page 2-1Version 1.0.0 SXR-MAN-GUI-100_/EGetting Started - Main Window Version 1.0.0, April 2015

2 Getting Started - Main Window

General The main winodw of the Repo Trading GUI is the first window to be displayed aftera successful login. The main window's default configuration includes one openworkspace for the Repo Market with the default setup.

You can create and change the default workspace and create additional workspaces.For each open workspace, you can specify for example tab name or tab icon. To findout more about workspaces and how to configure the main Trading GUI workspace,go to (see "Create a New Workspace" on page 3- 1 ).

Components

1 is the default name of a new workspace.

1 - Workspace Tab Tab to access a specific workspace.

2 - Workspace Tab Color The color of the Workspace's top ribbon. Can be changed.

3 - Workspace Tab Name The name of the Workspace. Can be changed.

4 - Workspace Tab Color The color of the Workspace's top ribbon. Can be changed.

5 - Workspace Grid The layout of your workspace grid. Can be selected.

6 - Pane Pane that you can drag and drop to your workspace grid. Can be selected.

7 - Table Section of a pane.

8 - Toolbar Toolbar where you can select commands for the specific table.

9 - Columns Columns of the specific table. Can be re-arranged and filtered.

How to ... • Edit a Workspace (see page 3- 2 )

• Fill Layout Grid (see page 3- 2 )

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RTP2 Repo Trading GUI — Help Page 2-2Version 1.0.0 SXR-MAN-GUI-100_/EGetting Started - Main Window Version 1.0.0, April 2015

• Save and Load Layout Settings (see page 3- 3 )

• Work with Filters (see page 3- 6 )

What is ... • Bilateral Trading Pane (see page 9- 1 )

• Auctions Overview Pane (see page 9- 1 )

• Repo Quoting (see page 9- 2 )

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RTP2 Repo Trading GUI — Help Page 3-1Version 1.0.0 SXR-MAN-GUI-100_/ECustomise a Workspace Version 1.0.0, April 2015

3 Customise a Workspace

• Create a New Workspace (see page 3- 1 )• Edit a Workspace (see page 3- 2 )• Fill and Resize Workspace Grid (see page 3- 2 )• Save and Load Layout Settings (see page 3- 3 )• Rearrange Panes (see page 3- 4 )• Work with Filters (see page 3- 6 )• Additional Setting Options (see page 3- 8 )

3.1 Create a New Workspace

When first opening the Repo Trading GUI, a default main window is displayed. Thedefault main window's configuration includes one open workspace for the RepoMarket with the default setup for the workspace. You can create and change thedefault workspace and create additional workspaces.

To create a new workspace, proceed as follows:

PrerequisitesYou have successfully logged in.

Instructions On the Action menu, click .

The Create New Workspace window opens.

In the Name box, type a suitable name.

In the Tab color box, select your preferred color for the workspace's top ribbon.

In the Icon bar, select your preferred icon for the workspace tab.

In the Layout bar, select the layout that best suits you.

Click .

A new empty workspace opens.

NOTE: You can pin / unpin the Side panel by clicking .

TIP: You can save and (re)load your workspace settings. For instructions, see .

NOTE: When working simultaneously with several workspaces, the Tabs of theworkspaces that you are not using, appear dimmed.

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3.2 Edit a Workspace

To customize an existing workspace, proceed as follows:

Instructions Right-click the Workspace tab of the workspace you want to modify and click the

Edit Workspace .

The Edit Workspace window opens.

In the Name box, type a suitable workspace tab name.

In the Tab color box, select your preferred color for the workspace's top ribbon.

In the Icon bar, choose your preferred icon for the workspace tab.

In the Layout bar, select the workspace grid that best suits you.

Click Edit Workspace .

Your workspace is modified according to your settings.

3.3 Fill and Resize Workspace Grid

Instructions To fill the Workspace grid, right-click on an empty pane and select an item onthe shortcut menu.

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NOTE: Alternatively, you can point to the Side panel, select one of the panesdisplayed and drag it to your preferred grid's section.

To resize your Workspace, move the Slider at the bottom to the right or the lefthand side.

3.4 Save and Load Layout Settings

To save and load the layout settings of a new Workspace that you created for yourspecific needs, you have two options:

Instructions To save your workspace settings, got to the View menu, click Layout Settings andthen Save Layout Settings .

The action is confirmed and you can close the workspace:

NOTE: When you re-open the application, the saved Layout Settings arere-loaded.

or

To save your Layout Settings with a particular name and in a specific folder, clickLayout Settings and thenSave Layout Settings As . Then

select a local space, type a name and click Save .

The action is confirmed and you can close the workspace:

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NOTE: To reload the saved workspace settings, on the View menu, clickLayout Settings, and then click (Re)Load Layout Settingsand select the appropriate file.

NOTE: In addition to the Layout settings, the Master Filter setup will be savedtogether with the layout. To learn more about working with Filters, see "Work withFilters" on page 3- 6 .

3.5 Rearrange Panes

PrerequisitesYou have successfully logged in.

To rearrange the panes of a workspace, you have the following options:

• Close Pane (see page 3- 4 )• Pop Out (see page 3- 4 )• Pop in (see page 3- 5 )• Resize Pane (see page 3- 5 )• Zoom Out (see page 3- 5 )• Zoom In (see page 3- 6 )• Rearrange Columns (see page 3- 6 )

3.5.1 Close Pane

Instructions To close a pane, click the Close Pane button .

The pane is closed and you can use this part of the Workspace grid foranother pane.

NOTE: To be able to reload the new set of panes, save the new Layout settings(see "Save and Load Layout Settings" on page 3- 3 ).

3.5.2 Pop Out

Instructions To let a pane pop out from the Workspace grid, click the Pop Out button .

The pane appears as a separate window and can be dragged to another place(to another screen, for example).

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NOTE: You can drag an additional pane to the empty pane of the Workspace grid.

To display the popped out window throughout several workspaces, click the

Window Always on Top button .

When switching from one workspace to another, the popped out window stayson top.

NOTE: To send the window to the back, click the Window Not Always on Topbutton . To send the window back to it's original section in the Workspace grid,click the Pop In button .

3.5.3 Pop in

Instructions To let a pane pop in to the former pane in the Workspace grid, click the PopIn button .

3.5.4 Resize Pane

Instructions To minimize a pane, click the Minimize Pane button .

NOTE: You can drag an additional pane to this section of the Workspace grid.

To maximize a pane, click the Maximize Pane button

To set the pane back to it's original size in the Workspace grid, click theMaximize/Minimize Pane button .

NOTE: If you have dragged an additional pane to the section, clickMaximize/Minimize Pane button of both panes to view them simultaneously.They are arranged in one section of the Workspace grid.

3.5.5 Zoom Out

Instructions To zoom out and view the pane from the top without changing the size of the paneitself, click the Zoom Out button .

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3.5.6 Zoom In

Instructions To zoom in and view the pane more in detail without changing the size of thepane itself, click the Zoom In button .

3.5.7 Rearrange Columns

To rearrange the columns in a Table, proceed as follows:

Instructions Select the column you want to move with the mouse.

Drag the column to the preferred position.

3.6 Work with Filters

A filter allows you to reduce the range of information displayed in a given workspace,pane or table.

• Configure Master Filter (see page 3- 6 )• Disable / Re-EnableMaster Filter (see page 3- 8 )• Filter Columns (see page 3- 8 )

3.6.1 Configure Master Filter

The filter settings of the Master Filter are applied to all workspaces. To configurethe Master Filter, proceed as follows:

Instructions On the View menu, click Configure Master Filter .

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The Master Filter Setup window opens. By default, all currency, term andbasket options are selected.

To clear all check boxes, click on the red slash icon . To select all check boxes,

click the green slash icon .

Select or clear the check boxes as appropriate.

To apply the new Master Filer settings, click OK .

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NOTE: To know how to disable the Master Filter, see "Disable / Re-EnableMasterFilter" on page 3- 8 .

3.6.2 Disable / Re-EnableMaster Filter

To disable the Master Filter in a specific pane, proceed as follows:

Instructions Click the icon.

The blue frame around the icon disappears.

To re-enable the Master Filter , click the icon again.

The blue frame around the icon appears again.

3.6.3 Filter Columns

You can set a Filter on individual columns. To do so, proceed as follows:

Instructions Right-click the column you want to set a filter, and then click Filter on the shortcutmenu.

Select your preferred Filter and type a search term in the Filter Box if required.

Click the Search button to start the search.

The Column is filtered.

NOTE: To remove the Filter from the column, right-click on the column title and either

select or and click the .

3.7 Additional Setting Options

There are several setting options to further customise a workspace. The use of theicons available is illustrated for the RSS Feeds paner. It is valid for the other availableoptions, too.

• RSS Feeds (see page 3- 8 )• Colors (see page 3- 9 )

3.7.1 RSS Feeds

Instructions Point to the View menu and click .

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In the Settings window that opens, point to .

In the list displayed you can modify the RSS Feeds settings that are displayedin the RSS Feeds pane.

Choose from the following options to change the settings:Click to add a new RSS Feed to your list. Complete the Add RSS URL window

and click .

Click to edit an existing RSS Feed on your list. In the Edit RSS URL windowthat opens, modify the RSS Feed Name and/or the Full RSS URL window and

click .

Click to remove an existing RSS Feed from your list. Click to confirmthat you want to delete the item.

Click to sort your list of RSS Feeds.

NOTE: For information on how to add the RSS Feed pane to your workspace, see "Filland Resize Workspace Grid" on page 3- 2 .

3.7.2 Colors

To change the colors displayed in the Repo Trading GUI, proceed as follows:

Instructions Point to the View menu and click .

In the Settings window that opens, point to Colors. Choose from the followingoptions to change the settings:

or

Message Colors

The Message Colors windows opens.

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To change the colors of the Messages displayed for example in theAuctions Overview pane, you can modify the color settings in this window.

To change the Color Mode of the messages from Cell only to Entire Row,click .

NOTE: For information on the icons displayed above the table, see (see"RSS Feeds" on page 3- 8 ).

or

General Colors

The General Colors windows opens.

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In this window you can modify the general colors of the Repo Trading GUIin detail.

NOTE: To clear a single color that you set yourself, click . To clear all

colors that you set yourself, click .

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RTP2 Repo Trading GUI — Help Page 4-1Version 1.0.0 SXR-MAN-GUI-100_/EConfigure Auto-Match Items Version 1.0.0, April 2015

4 Configure Auto-Match Items

Using Limit Management, you can configure all auto-match items. To do so, proceedas follows:

PrerequisitesTo be able to trade with another party, the relationship between the two partiesmust be set up and enabled in the Reference GUI in advance.

Instructions On the View menu, point to .

The Auto Match window opens.

Point to the Market Segment box and select the Market Segment for which youwant configure an auto-match item.

Click .

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The New Auto Match Configuration window opens.

Select at least one of the available Types, click or and confirm with

.

According to your selection of Types, you will be able to add parties, currenciesand/or terms to the Market Segment. Point to Market Segment and then tothe items you want to add. .

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In the example, the Add Term window opens.

Select the new Term items, click and go to the new item in the table. Inthe Limit box, type or select the limit you wish to set. Complete the row of the itemselected. Click or to the change the item.

NOTE: The limits that you can set depend on the overall limits set by yourorganisation.

Providing that the limit set has not been exceeded, Auto Match with the partyselected is automatically enabled.

NOTE: For instructions on how to add the Limit View pane to the Workspace, "Createa New Workspace" on page 3- 1 .

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RTP2 Repo Trading GUI — Help Page 5-1Version 1.0.0 SXR-MAN-GUI-100_/EAuctions Version 1.0.0, April 2015

5 Auctions

• Create an Auction (see page 5- 1 )• Create an Auction Template (see page 5- 1 )• Update Auction (see page 5- 2 )• Send Auction Order (see page 5- 3 )• Take Auction Orders (see page 5- 4 )• Allocate Auctions (see page 5- 4 )

5.1 Create an Auction

Instructions In the Auctions Allocation pane, right-click and select New Repo Auction.

Complete the New Repo Auction window that opens.

NOTE: The following fields are compulsory: Market Segment, Term, Currency,Market Ratio and Basket

Click to start the auction.

NOTE: Before starting the auction, it is recommended to click . By doing so, yousave the current data as new template and will be able to reproduce it.

5.2 Create an Auction Template

Instructions In the New Repo Auction window, click to save the current data as newtemplate.

Complete the Create Template window that opens.

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Click to save the new auction template.

5.3 Update Auction

Instructions In the Auctions Allocation pane, point to the Auction you want to update (marked

incomplete, right-click and select .

Complete the Edit Auction window that opens.

Click to send the edited auction.

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5.4 Send Auction Order

Instructions In the Auctions Allocation pane, point to the Auction to which you want to

respond (marked announced), right-click and select .

Complete the New Repo Auction Order window that opens.

Click to participate in the auction.

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NOTE: An order is binding response.

5.5 Take Auction Orders

Instructions In the Auctions Allocation pane, point to the Auction that you want to take andselect ....

Complete the .... to take the order.

5.6 Allocate Auctions

Instructions In the Auctions Allocations pane, point to the Method column and select yourpreferred method.

Complete the Allocation Method ?? window that opens.

Complete this task.

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RTP2 Repo Trading GUI — Help Page 6-1Version 1.0.0 SXR-MAN-GUI-100_/EQuoting Version 1.0.0, April 2015

6 Quoting

This section describes how to set up and use the Quoting functionality.

• Open the Quoting Pane (see page 6- 1 )• Hit a Quote (see page 6- 1 )• Respond to Quotes (Negotiation) (see page 6- 2 )• Hit a Quote (Execute) (see page 6- 2 )• Using Auto-Match to Create Trades (see page 6- 2 )

6.1 Open the Quoting Pane

To set up the Quoting functionality you should follow the instructions that weredescribed previously in the section"Getting Started" to create the initial Quoting pane.

TIP: Remember that you can further restrict the information viewable in theMarket Overviewby either modifying the Master Filter or by customising the availablecolumns (see "Work with Filters" on page 3- 6 )

Instructions Open the slide panel by moving the cursor to the left-hand side of the screen anddragging the Quoting element to a suitable position in the grid

or

Point to the grid's section you want to complete, right-click and select one of thepanes in the context menu

The Quoting pane shows all the quotes available to your participant and shouldact as a shop window.

6.2 Hit a Quote

Instructions To hit a quote in the Market Overview right click it to reveal the following window.

If you have enabled Auto Match and your limits have not been superseded, thematching system will create a trade from the quote

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RTP2 Repo Trading GUI — Help Page 6-2Version 1.0.0 SXR-MAN-GUI-100_/EQuoting Version 1.0.0, April 2015

6.3 Respond to Quotes (Negotiation)

Instructions Cannot show anything

6.4 Hit a Quote (Execute)


6.5 Using Auto-Match to Create Trades


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RTP2 Repo Trading GUI — Help Page 7-1Version 1.0.0 SXR-MAN-GUI-100_/EBilateral Trading Version 1.0.0, April 2015

7 Bilateral Trading

This section explains how to use the Bilateral Trading functionality.Bilateral Trading refers to the creating interbank trading opportunities with yourrecognised partners.

• Enter New REPO Request Offer (see page 7- 1 )• Send Order Response to Request Offer Received (see page 7- 2 )• Reject Request Offer Received (see page 7- 3 )• Take Order Received (see page 7- 3 )• Counter Order Received (see page 7- 4 )• Reject Order Received (see page 7- 4 )• Create New Repo Order (see page 7- 4 )• Create Quote Response (see page 7- 5 )• Enter New Repo Order from Scratch (see page 7- 6 )• Enter New OTC SPOT Request Offer (see page 7- 7 )

7.1 Enter New REPO Request Offer

A Repo Request Offeris non-binding and can be sent to a number of participants.

Instructions In the Initiation section of the Bilateral Trading pane right-click and select.

The New Repo Request Offer window opens.

Complete the boxes where necessary.

NOTE: Specify at least Contract and optionally Side, Quantity or price.

TIP: The RTP2 Repo Trading GUI now includes a "Min Size " field. Here you caneither enter a minimum cash amount or you can stipulate the same amount as theCash Amount. In so doing you can create a Fill or Kill quote. The RTP2 RepoTrading GUI does not have specific Fill or Kill functionality.

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Enter Buy or Sell field

Add a Distribution List if required

Enter a Repo Rate.

Enter a Cash Amount.

Click .

In the Initiation section of the Bilateral Trading pane, an overview of youractions is displayed.

NOTE: The Dir column indicates whether you sent ( Out) or received (In) the item.

TIP: To send a Request Offer with the same attributes, select the item, right-clickand select .

NOTE: For Bilateral Trading, 2-eyes setup applies only. For further information on4-Eyes setup see "Update Auction" on page 5- 2 .

7.2 Send Order Response to Request Offer Received

Instructions In the Initiation section of the Bilateral Trading pane, an overview of all newitems is displayed.

NOTE: The Dir column indicates whether you sent (Out) or received (In) the item.

Point to the item you want to respond to. Right-click and select .

In the New REPO Order Response window that opens, change the entries if

required and click .

NOTE: Check the Market box to trade at market price.

In the Negotiation section of the Bilateral Trading pane of the counterparties,the item is marked as ACCEPTED.

To view the current status of an item sent or received, point to the item in theInitiation section of the Bilateral Trading pane and view the Negotiation section.

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7.3 Reject Request Offer Received

Instructions In the Initiation section of the Bilateral Trading pane, an overview of all newitems is displayed.


Point to the item you want to reject. Right-click and select .

The rejection is directly sent to the initiating party. In the Negotiation sectionof the Bilateral Trading pane of the counterparties, the tem is marked asREJECTED.

NOTE: For an overview ot the whole negotiation process, go to theNegotiation section of the Bilateral Trading pane and point to the item of interest.Right-click and select .

7.4 Take Order Received

Instructions In the Initiation section of the Bilateral Trading pane, an overview of all newand open items is displayed.


Point to the order received that you want to respond to. In the Negotiation sectionof the Bilateral Trading pane, select the order and right-click. Select .

In the Take Market Order window that opens, change the amount displayed ifrequired and click .

The take order message is directly sent to the counterparty. In theNegotiation section of the Bilateral Trading pane of both parties, the item ismarked as FULLY MATCHED.

NOTE: In the Initiation section of the Bilateral Trading pane of the counterparties,the item is marked as ACCEPTED.

NOTE: For an overview of the whole negotiation process, go to theNegotiation section of the Bilateral Trading pane and point to the item of interest.Right-click and select .

TIP: You can configure Auto-match items (see "Configure Auto-Match Items" onpage 4- 1 ) to automatically take orders within certain limits and coming fromprevoiously defined trading partners.

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NOTE: For an overview of all your trades, add the Executions View pane to yourworkspace (see "Fill and Resize Workspace Grid" on page 3- 2 ).

7.5 Counter Order Received

Instructions In the Initiation section of the Bilateral Trading pane, an overview of all newand open items is displayed.

NOTE: The Dir column indicates whether you initially sent (Out) or received (In)the item.

Point to the order received that you want to counter. In the Negotiation section ofthe Bilateral Trading pane, select the order and right-click. Select .

In the New REPO Counter Order window that opens, change the entries as

required and click .

The counter order message is directly sent to the counterparty.


7.6 Reject Order Received

Instructions In the Initiation section of the Bilateral Trading pane, an overview of all newitems is displayed. Select the item you want to reject.


Go to the Negotiation section of the Bilateral Trading pane, point to the item ofinterest and right-click.


Select .

In the Reject Order window that appears, confirm by clicking

The rejection is directly sent to the counterparty. In the Negotiation sectionof the Bilateral Trading pane of the counterparties, the item is marked asREJECTED.

7.7 Create New Repo Order

A Repo Order equates to a Quote in RTP1.

Instructions

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Right click in the Initiation section of the Bilateral Trading pane to open thewindow above.

Select either Buy or Sell.

Enter a Repo Rate or click Market to trade at market price.

NOTE: If you use Market you will not have to enter a Repo Rate.

7.8 Create Quote Response

Instructions

Figure 1: Figure to replace

Right click in the Initiation section of the Bilateral Trading pane and select [InlineGraphic].

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Enter a ....

7.9 Enter New Repo Order from Scratch

A Repo Order in RTP2 Trading GUI equates to an Addressed Offer in the RTP1Repo Trading GUI.

Instructions In the Initiation section of the Bilateral Trading pane right-click and select

.

The New Repo Order window opens.


NOTE: Not all the boxes have to be completed.


Enter Buy or Sell field

Add the Counterparty you want to trade with.

Enter a Repo Rate.

Enter a Cash Amount.

Click .

If everything works as expected, you receive a confirmation message.

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The Type column reflects type of action you performed, in this case Order.



NOTE: For information on how to respond to a Repo Order, see "Take Order Received"on page 7- 3 , "Counter Order Received" on page 7- 4 or "Reject Request OfferReceived" on page 7- 3 .

7.10 Enter New OTC SPOT Request Offer

A OTC SPOT Request Offer is non-binding. Trading of money market instruments issupported after the instruments have been issued in the Primary Market Segment.

Instructions In the Initiation section of the Bilateral Trading pane right-click and select.

The New OTC SPOT Request Offer window opens.


NOTE: Specify at least Market Segment and optionally Quantity or Price.


Select Buy, Sell or None.

Add a Distribution List if required

Enter a Price (up to 3 digits) or check the box .

Enter a Cash Amount etc.

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Click .





NOTE: For information on how to respond to a OTC SPOT Request Offer, see therespective instructions for REPO trade types. OTC SPOT trade types basicallybehave the same.

How to ... • Send Order Response to Request Offer (see page 7- 2 )

• Reject Request Offer Received (see page 7- 3 )

• Take Order Received (see page 7- 3 )

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RTP2 Repo Trading GUI — Help Page 8-1Version 1.0.0 SXR-MAN-GUI-100_/EWork with Positions Version 1.0.0, April 2015

8 Work with Positions

• Position Upload (see page 8- 1 )

8.1 Position Upload

The RTP2 Repo Trading GUI provides participants with a facility to upload quote tothe market This has not been implemented yet and so cannot be described

Instructions To open Data Import through the window command bar

clickthe "View" option to reveal the main input pane.In the Data Import window you can:

Enter a template for your import

Reference a quote file to upload

Test your chosen configuration

Map certaincolumnsNote to self: Cannot say anything else at the moment as there is nothing to test on.

Name your import file and save ready for upload.

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RTP2 Repo Trading GUI — Help Page 9-1Version 1.0.0 SXR-MAN-GUI-100_/EPanes Version 1.0.0, April 2015

9 Panes

• Bilateral Trading Pane (see page 9- 1 )• Auctions Overview Pane (see page 9- 1 )• Auctions Allocations Pane (see page 9- 2 )• Repo Quoting (see page 9- 2 )• Executions View (see page 9- 2 )

9.1 Bilateral Trading Pane

General The Bilateral Trading pane is one of the basic panes to add to a workspace. It issplit in two parts, the Initiation and the Negotiation part. You will use it to initiateand negotiate trades with one selected counterparty. Both markets, OTC Spot andRepo Market, are displayed in this pane.

Components

Click to disable or enable Master Filter.

How to ... • Enter New Request Offer (see page 7- 1 )

• Send Order Response to Request Offer Received (see page 7- 2 )

9.2 Auctions Overview Pane

General Auctions are held to distribute a large amount of money among as many participantsas possible. The Auctions Overview pane displays all auctions that you createdor that you can participate in.

Components

Click to disable or enable Master Filter.

How to ... • Create an Auction (see page 5- 1 )

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9.3 Auctions Allocations Pane

General In the allocation phase, the auctioneer allocates an appropriate amount of the totalauction size to each bidder based on the terms of the bidder's addressed offer(s).

Components

Method Button to select the allocation method.

How to ... • Take Auction Orders (see page 5- 4 )

• Allocate Auctions (see page 5- 4 )

9.4 Repo Quoting

General Use the Quoting pane to view all quotes in the market in the Market Overview part.Treat is as a "Shop Window". Modify your quotes or create new quotes (fromscratch or based on an existing quote) in the Quote Details part. Respond to aquote in the Orders part. Buy-side quotes (to lend cash) are displayed in the in theBuy/Cash Provider column and sell-side quotes (to borrow cash) are indicated inthe Sell/Cash Taker column.

Components

Button to display all Quotes in the market.

How to ... • Respond to Quotes (see page 6- 2 )

• Hit a Quote (see page 6- 1 )

9.5 Executions View

General The Executions View pane displays all own trades (i.e. trades created by you or anyother user at your institution) created or modified on the current business day as well

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as any related requests (to find out how to display trades created or modified ona previous business day, see .... verify!

Components

Box to select the Trading Model and filter the items displayed

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RTP2 Repo Trading GUI — Help Page 10-1Version 1.0.0 SXR-MAN-GUI-100_/EForms Version 1.0.0, April 2015

10 Forms

• New Repo Auction (see page 10- 1 )• New OTC Spot Auction (see page 10- 1 )

10.1 New Repo Auction

General Form to create and initiate a Repo Auction.

Components

Information on Traded Instrument

Market Segment

Options

Information on Pricing

How to ... • Create an Auction (see page 5- 1 )

• Send an Auction Order (see page 5- 3 )

10.2 New OTC Spot Auction

General Form to create and initiate a OTC Spot Auction.

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RTP2 Repo Trading GUI — Help Page 10-2Version 1.0.0 SXR-MAN-GUI-100_/EForms Version 1.0.0, April 2015

Components

Information on Traded Instrument

Market Segment

Options

Information on Pricing

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RTP2 Repo Trading GUI — Help Page A-1Version 1.0.0 SXR-MAN-GUI-100_/EAllocation Methods Version 1.0.0, April 2015

A Allocation Methods

After an auction is closed, the auctioneer chooses an allocation method to allocatean appropriate amount of the total auction size to each bidder based on the termsof the bidder's offer(s).

Auction Types

The allocation methods available depend on the type of auction as indicated below:

• Volume tender allocation methods (see "Volume Tender Allocation Methods" on

page A- 1 )

• OTC-SPOTPrice tender allocation methods (see "Price Tender Allocation

Methods" on page A- 5 )

• CH-REPORate tender allocation methods (see "Rate Tender Allocation Methods"

on page A-10)

A.1 Volume Tender Allocation Methods

For volume tenders, there are four different allocation methods. These are:

A.1.1 Allocation by Percentage

The auctioneer specifies a percentage of the offer amount to be allocated per offer.

Allocation Rules (apply per offer)

• Take amount (amount allocated) = offer amount * (percentage of the offer amount /

100).

• The take amount is rounded to the nearest multiple of the smallest tradeable unit.

• The take amount must be greater than or equal to the minimum offer amount.

• The take amount must not exceed the offer amount, i.e. the percentage applied

must not exceed 100%.

Example:

Indication of interest:

• CH-REPOMinimum cash amount: 1'000'000

OTC-SPOTMinimum security size: 1'000'000

• Smallest tradeable unit: 1'000'000

Percentage: 35

Bidder Offer Amount Minimum Offer Amount Take Amount

Part. A 1) 200'000'000 50'000'000 70'000'000

Part. A 300'000'000 50'000'000 105'000'000

Part. B 2) 10'000'000 2'000'000 4'000'000

Part. B 3) 100'000'000 50'000'000 0

Total 610'000'000 179'000'000

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1) Allocated amount equals 35% of 200m = 70m.2) Allocated amount equals 35% of 10m = 3.5m. Rounded to the nearest multiple of the smallest tradeable unit = 4m.3) Allocated amount equals 35% of 100m = 35m. This amount is smaller than the minimum offer amount of 50m. Therefore,

nothing is allocated to this offer.

Table 1: Allocation by Percentage

A.1.2 Amount Spread Evenly

The auctioneer specifies the total amount to be allocated (spread amount). Thisamount is spread evenly across all offers as follows:


• Take amount (amount allocated) = spread amount * (offer amount / sum of all

offer amounts)


• The take amount must be greater than or equal to the minimum offer amount.

• The take amount must not exceed the offer amount.

Example:


• Minimum offer amount: 1'000'000


Spread amount: 300'000'000


Part. A 1) 200'000'000 50'000'000 98'000'000

Part. A 300'000'000 50'000'000 148'000'000

Part. B 10'000'000 2'000'000 5'000'000

Part. B 2) 100'000'000 50'000'000 0

Total 3) 610'000'000 251'000'000

1) 200m (offer amount) / 610m (sum of all offer amounts) = 32.8%. Amount allocated equals 300m * 32.8% = 98.4m. Roundedto the nearest multiple of the smallest tradeable unit.

2) 100m (offer amount) / 610m (sum of all offer amounts) = 16.4%. Amount allocated equals 300m * 16.4% = 49.2m. Thisamount is smaller than the minimum cash amount of 50m. Therefore, nothing is allocated to this offer.

3) The total amount allocated (trade size) is 251m. This is less than the spread amount of 300m due to 2) and rounding of values.

Table 2: Allocation by Amount Spread Evenly

A.1.3 Amount (Total Allocation)

The auctioneer specifies a maximum amount to be allocated per offer. Offerswith an amount that exceeds this amount are allocated manually. To do this, theauctioneer enters the appropriate amount in the Take Size column of the offer on theOffers Rec tab of the Auction Sent Manager window.


• Offers with an amount smaller than or equal to the maximum allocation amount

are allocated in full.

Unrestricted


• Offers with an amount greater than the maximum allocation amount are excluded.

Example:


• Minimum offer amount: 1'000'000


Maximum allocation amount: 200'000'000


Part. A 200'000'000 50'000'000 200'000'000

Part. A 1) 300'000'000 50'000'000 0

Part. B 10'000'000 2'000'000 10'000'000

Part. B 100'000'000 50'000'000 100'000'000

Total 610'000'000 310'000'000

1) The offer amount of 300m exceeds the specified maximum amount of 200m. The offer must therefore be allocated manually.

Table 3: Amount (Total Allocation)

A.1.4 Total Amount and Min./Max. Per Participant

With this method, it may take more than one round before the allocation process iscomplete. The amount is allocated per participant, not per offer.

The auctioneer specifies as follows:

• The total amount to be allocated to the participants (spread amount)

• An initial amount to be allocated per participant

• A maximum amount to be allocated per participant

Allocation Rules (per participant)

Round 1:

• For each participant, allocate the initial allocation amount, provided that:

– The minimum offer amount (in case of multiple offers: the minimum amount of

any one offer) does not exceed the initial allocation amount.

– The initial allocation amount does not exceed the offer amount (in case of

multiple offers: the total amount of all offers). If the initial allocation amount

exceeds the (total of all) offer amount(s), then take amount = (total of all)

offer amount(s).

NOTE: The total amount allocated may exceed the spread amount.

• If after round 1, there remains an amount available for allocation, proceed with

round 2.

Round 2:

• If the remaining amount available for allocation exceeds the total remaining

amount of all offers, then allocate each offer in full. Otherwise, the following

formula applies:

Unrestricted


Take amount (amount allocated) = remaining offer amount (in case of multiple

offers from a participant: offer amounts are added together) * (remaining spread

amount / sum of all remaining offer amounts)

If the calculated take amount (including any amount allocated in round 1) exceeds

the maximum allocation amount, then take amount = maximum allocation amount.

In case of multiple offers from a participant:

– The take amount is allocated first to the offer with the largest minimum amount,

then to the offer with the largest offer amount. In case of multiple offers with

same minimum offer amount / offer amount, offers are allocated in the order of

their arrival.

– The take amount per offer must not exceed the offer amount.

– The take amount per offer must be greater than or equal to the minimum offer

amount.

Example 1: Participants With Both Initial and Final Allocation

• Minimum offer amount: 1'000'000 (from indication of interest)

• Smallest tradeable unit: 1'000'000 (from indication of interest)

• Spread amount: 120'000'000

• Initial allocation amount: 50'000'000

• Maximum allocation amount: 80'000'000

Bidder Offer Amount Minimum OfferAmount

Initial TakeAmount

Final TakeAmount

Part. A 1) 30'000'000 10'000'000 30'000'000 30'000'000

Part. B 140'000'000 50'000'000 50'000'000 2) 80'000'000 3)

Part. B 130'000'000 100'000'000 0 0

Total 300'000'000 80'000'000 110'000'000

1) Amount allocated to Participant A in round 1 is 30m (offer amount is less than initialallocation amount). No further allocation possible as offer is already fully allocated.Thus, total amount allocated is 30m.

2) Amount allocated to Participant B in round 1 is 50m (minimum offer amount of first offerdoes not exceed initial allocation amount).

3) Allocation ratio for round 2: (120m spread amount - 80m total allocation amount fromround 1) / (300m sum of all offer amounts - 80m total allocation amount from round1) = 18.19%. Total amount allocated to Participant B: (270m total offer amount - 50mallocation amount from round 1) * 18.19% + 50m from round 1 = 90m. This amountis capped at 80m (= maximum allocation amount). Amount is allocated in full to firstoffer (second offer has largest minimum offer amount, but this is more than the takeamount. Thus, take amount is allocated to the first offer).

Table 4: Allocation by Total Amount and Min./Max. Per Participant, Example 1

Example 2: Participants Without Initial and Some Final Allocation

• Minimum offer amount: 1'000'000 (from indication of interest)

• Smallest tradeable unit: 1'000'000 (from indication of interest)

• Spread amount: 120'000'000

• Initial allocation amount: 20'000'000

Unrestricted


• Maximum allocation amount: 70'000'000

Bidder Offer Amount MinimumOffer Amount

Initial TakeAmount

Final TakeAmount

Part. A 1) 2) 30'000'000 25'000'000 0 16'000'000

Part. A 40'000'000 30'000'000 0 40'000'000

Part. B 2) 80'000'000 50'000'000 0 64'000'000

Total 150'000'000 0 120'000'000

1) Nothing allocated to Participant A in round 1 (both minimum offer amounts exceed theinitial allocation amount). Allocation ratio for round 2: (120m spread amount - 0 totalallocation amount from round 1) / (150m sum of all offer amounts - 0 total allocationamount from round 1) = 80%. Total amount allocated to Participant A: (70m total offeramount - 0 allocation amount from round 1) * 80% + 0 from round 1 = 56m. 40m ofthis amount is allocated to the second offer (larger minimum offer amount) and 16m tothe first offer.

2) Nothing allocated to Participant B in round 1 (minimum offer amount exceeds the initialallocation amount). Allocation ratio for round 2: 80% (see 1). Total amount allocatedto Participant B: (80m total offer amount - 0 allocation amount from round 1) * 80% +0 from round 1 = 64m.

A.2 Price Tender Allocation Methods

OTC-SPOTFor price tenders, there are three different basic approaches to allocationThese are:

For all of these, the auctioneer must additionally specify which of the followingallocation methods to apply:

Allocation Methods

• American allocation - weighted average

The price is variable as defined by the participant. If a spread amount is specified,

then within a given group of offers with the same price, the following formula

applies to calculate the take amount:

Take amount (amount allocated) = (spread amount / sum of all offer amounts)

* offer amount

• American allocation - arithmetic average

The price is variable as defined by the participant. If a spread amount is specified,

then within a given group of offers with the same price, the following formula

applies to calculate the take amount:

Take amount (amount allocated) = spread amount / number of offers

• American allocation - best price

This method applies if the auction bids include best price offers, i.e. offers without

a specified price, and offers are allocated by spread amount only according to the

American allocation method (see "Allocation by Spread Amount" on page A- 6 ).

The allocation procedure is the same as for the American - arithmetic average

allocation method.

• Dutch allocation

Unrestricted


The price is fixed. The reference price is the marginal allocation price specified by

the auctioneer. If no marginal allocation price has been specified, then the worst

offer price is the reference price. If a spread amount is specified, then within a

given group of offers with the same price, the following formula applies to calculate

the take amount:


* offer amount

A.2.1 Allocation by Spread Amount

With this method, offers are grouped by price and allocated from best price to worstprice.

NOTE: Offers where no price has been specified are considered best price offers.


• Total amount to be allocated (spread amount)

• Allocation method

• Minimum allocation amount (optional)

• Maximum allocation amount (optional)

Allocation Rules

• Within a group, all offers are fully allocated if the (remaining) spread amount is

sufficient. If the (remaining) spread amount is not sufficient, the following formula

applies:

– American allocation method - weighted average / Dutch allocation method:

Take amount (amount allocated) = (spread amount / sum of all (remaining)

offer amounts) * offer amount

– American allocation method - arithmetic average:

Take amount (amount allocated) = spread amount / number of (remaining)

offers

• The spread amount, minimum allocation amount (if specified), and maximum

allocation amount (if specified) must be a multiple of the smallest tradeable unit

and equal to or greater than the minimum tradeable unit size.

• If both a minimum and a maximum allocation amount have been specified, the

minimum allocation amount must be less than the maximum allocation amount.

• Offers with a minimum offer amount that exceeds the maximum allocation amount

(if specified) are excluded.

• Offers with an offer amount below the minimum allocation amount (if specified)

are excluded.

• The take amount must be greater than or equal to the minimum offer amount and

the minimum allocation amount (if specified). If the take amount is less than the

minimum offer amount / minimum allocation amount, then take amount = 0.

• The take amount must not exceed the maximum allocation amount (if specified). If

the take amount exceeds the maximum allocation amount, then take amount =

maximum allocation amount.

Unrestricted



• For each offer to which an amount is allocated, the price is set as follows:

– Dutch allocation method:

Price = worst offer price

– American allocation method:

Price = individual price, as specified in offer

NOTE: The auctioneer may manually change the price to the advantage of the

participant (in the Security Price column) for offers that specify an out-of-range

price. If the auction bids include best price offers, the American - Best Price

allocation method option applies.

NOTE: If none of the offers specify a price, a marginal allocation price must be

specified to be able to complete the allocation process (see "Allocation by Marginal

Allocation Price" on page A- 7 and "Allocation by Spread Amount and Marginal

Allocation Price" on page A- 9 ).

Example (Sell Auction):


Allocation method: American - Weighted Avg

Minimum allocation method: none

Maximum allocation method: none

Bidder Offer Amount Minimum Offer Amount Price Take Amount

Part. A 200'000'000 50'000'000 99.5 1) 200'000'000

Part. A 2) 300'000'000 50'000'000 99.1 162'000'000

Part. B 10'000'000 2'000'000 99.5 10'000'000

Part. B 100'000'000 50'000'000 99.1 54'000'000

Part. C 100'000'000 50'000'000 99.5 100'000'000

Part. C 100'000'000 50'000'000 99.1 54'000'000

Total 810'000'000 580'000'000

1) The spread amount is sufficient to fully allocate the three best offers (price = 99.5).2) The remaining spread amount is 270m. Remaining offers all have same price (= one group). 270m / 500m (sum of remaining

offer amounts) = 0.54. Each remaining offer is allocated 54% of the offer amount.

Table 5: Allocation by Spread Amount - American - Weighted Avg

A.2.2 Allocation by Marginal Allocation Price

With this method, a marginal allocation price is applied. All offers specifying a priceequal to or better than the marginal allocation price are allocated in full.



• Marginal allocation price


Unrestricted




Allocation Rules

• Offers with a price that is worse than the marginal allocation price are excluded.




are excluded.



• The take amount must be greater or equal to the minimum offer amount and the

minimum allocation amount (if specified). If the take amount is less than the








Price = marginal allocation price





price.

Example (Sell Auction)

Marginal allocation price: 99.35

Allocation method: American - Arithmetic



Bidder Offer Amount Minimum Offer Amount Price Take Amount

Part. A 1) 200'000'000 50'000'000 99.1 0

Part. A 2) 300'000'000 50'000'000 99.4 300'000'000

Part. B 10'000'000 2'000'000 99.15 0

Part. B 100'000'000 50'000'000 99.45 100'000'000

Total 610'000'000 400'000'000

1) Offers with a price below the marginal allocation price are ignored.2) Offers with a price equal to or higher than the marginal allocation price are allocated in full.

Table 6: Allocation by Marginal Allocation Price - American - Arithmetic

Unrestricted


A.2.3 Allocation by Spread Amount and Marginal Allocation Price

With this method, both a spread amount and a marginal allocation price are specified.Offers are grouped by price and allocated from best price to worst price.



• Total allocation amount (spread amount)

• Marginal allocation price




Allocation Rules

• Offers with a price that is worse than the marginal allocation price are excluded.



applies:




– American allocation method - arithmetic average:


offers









are excluded.










Price = marginal allocation price

Unrestricted






price.



Marginal allocation price: 99.2

Allocation method: Dutch

Minimum allocation amount: 60'000'000


Bidder Offer Amount Minimum Offer Amount Offer Price Take Amount Alloc. Price

Part. A 1) 50'000'000 20'000'000 99.3 0 -

Part. A 2) 100'000'000 50'000'000 99.3 100'000'000 99.2

Part. A 3) 80'000'000 50'000'000 99.1 0 -

Part. B 150'000'000 20'000'000 99.3 100'000'000 99.2

Part. B 4) 100'000'000 50'000'000 99.2 80'000'000 99.2

Total 480'000'000 280'000'000

1) Offer is excluded: offer amount < minimum allocation amount.2) Best price offer. All of these offers can be fully allocated, except for the first offer from Participant B (is capped at maximum

allocation amount). 280m - 200m = 80m remaining spread amount.3) Offer is excluded: price < marginal allocation price.4) Remaining spread amount (80m) is allocated.

Table 7: Allocation by Spread Amount and Marginal Allocation Price - Dutch

A.3 Rate Tender Allocation Methods

CH-Repo For rate tenders, there are three different basic approaches to allocation.These are:

For all of these, the auctioneer must additionally specify which of the followingallocation methods to apply:

Allocation Methods

• American allocation - weighted average

The rate is variable as defined by the participant. If a spread amount is specified,

then within a given group of offers with the same rate, the following formula applies

to calculate the take amount:


* offer amount

• American allocation - arithmetic average

Unrestricted


The rate is variable as defined by the participant. If a spread amount is specified,

then within a given group of offers with the same rate, the following formula applies

to calculate the take amount:

Take amount (amount allocated) = spread amount / number of offers

• American allocation - best price

This method applies if the auction bids include best price offers, i.e. offers without

a specified price, and offers are allocated by spread amount only according to the

American allocation method (see "Allocation by Spread Amount" on page A-11).

The allocation procedure is the same as for the American - arithmetic average

allocation method.

NOTE: This feature is currently not in use.

• Dutch allocation

The rate is fixed. The reference rate is the marginal allocation rate specified by

the auctioneer. If no marginal allocation rate has been specified, then the worst

offer rate is the reference rate. If a spread amount is specified, then within a

given group of offers with the same rate, the following formula applies to calculate

the take amount:


* offer amount

A.3.1 Allocation by Spread Amount

With this method, offers are grouped by rate and allocated from best rate to worst rate.


• Total amount to be allocated (spread amount)




Allocation Rules



applies:




– American allocation method - arithmetic average / American allocation - best

price:


offers




Unrestricted







are excluded.








• For each offer to which an amount is allocated, the rate is set as follows:


Rate = worst offer rate


Rate = individual rate, as specified in offer

NOTE: The auctioneer may manually change the rate to the advantage of the

participant (in the Repo Rate column) for offers that specify an out-of-range

rate.

Example (Sell Auction):


Allocation method: American - Weighted Avg



Bidder Offer Amount Minimum Offer Amount Rate Take Amount

Part. A 200'000'000 50'000'000 3.5 1) 200'000'000

Part. A 2) 300'000'000 50'000'000 3.1 162'000'000

Part. B 10'000'000 2'000'000 3.5 10'000'000

Part. B 100'000'000 50'000'000 3.1 54'000'000

Part. C 100'000'000 50'000'000 3.5 100'000'000

Part. C 100'000'000 50'000'000 3.1 54'000'000

Total 810'000'000 580'000'000

1) The spread amount is sufficient to fully allocate the three best offers (rate = 3.5).2) The remaining spread amount is 270m. Remaining offers all specify same rate (= one group). 270m / 500m (sum of

remaining offer amounts) = 0.54. Each remaining offer is allocated 54% of the offer amount.

Table 8: Allocation by Spread Amount - American - Weighted Avg

Unrestricted


A.3.2 Allocation by Marginal Allocation Rate

With this method, a marginal allocation rate is applied. All offers specifying a rateequal to or better than the marginal allocation rate are allocated in full.


• Marginal allocation rate




Allocation Rules

• Offers with a rate that is worse than the marginal allocation rate are excluded.




are excluded.












Rate = marginal allocation rate





rate.


Marginal allocation rate: 3.2

Allocation method: American - Arithmetic




Part. A 1) 200'000'000 50'000'000 3.1 0

Part. A 2) 300'000'000 50'000'000 3.4 300'000'000

Unrestricted



Part. B 10'000'000 2'000'000 3.15 0

Part. B 100'000'000 50'000'000 3.45 100'000'000

Total 610'000'000 400'000'000

1) Offers with a rate below the marginal allocation rate are ignored.2) Offers with a rate equal to or higher than the marginal allocation rate are allocated in full.

Table 9: Allocation by Marginal Allocation Rate - American - Arithmetic

A.3.3 Allocation by Spread Amount and Marginal Allocation Rate

With this method, both a spread amount and a marginal allocation rate are specified.Offers are grouped by rate and allocated from best rate to worst rate.

• Total allocation amount (spread amount)

• Marginal allocation rate




Allocation Rules

• Offers with a rate that is worse than the marginal allocation rate are excluded.



applies:




– American allocation method - arithmetic average / American allocation - best

price:


offers









are excluded.




Unrestricted








Rate = marginal allocation rate





rate.



Marginal allocation rate: 3.2

Allocation method: Dutch

Minimum allocation amount: 60'000'000


Bidder Offer Amount Minimum Offer Amount Offer Rate Take Amount Alloc. Rate

Part. A 1) 50'000'000 20'000'000 3.3 0 -

Part. A 2) 100'000'000 50'000'000 3.3 100'000'000 3.2

Part. A 3) 80'000'000 50'000'000 3.1 0 -

Part. B 150'000'000 20'000'000 3.3 100'000'000 3.2

Part. B 4) 100'000'000 50'000'000 3.2 80'000'000 3.2

Total 480'000'000 280'000'000

1) Offer is excluded: offer amount < minimum allocation amount.2) Best rate offer. All of these offers can be fully allocated, except for the first offer from Participant B (is capped at maximum

allocation amount). 280m - 200m = 80m remaining spread amount.3) Offer is excluded: rate < marginal allocation rate.4) Remaining spread amount (80m) is allocated.

Table 10: Allocation by Spread Amount and Marginal Allocation Rate - Dutch

Unrestricted

RTP2 Repo Trading GUI — Help Page X-1Version 1.0.0 SXR-MAN-GUI-100_/EIndex Version 1.0.0, April 2015

X Index

A

Allocationamount spread evenly .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 2auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1by amount and by participant .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 3by marginal allocation price .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 7by percentage.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1by spread amount and marginal allocation price .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 9methods ... . . . . . . . . . A- 1 , A- 1 , A- 2 , A- 2 , A- 3 , A- 5 , A- 6 , A- 7 , A- 9 , A-10price tender . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 5rate tender. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A-10spread amount. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 6total amount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 2types .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1

Allocation Methods .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2Auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1

allocate .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 4allocation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A- 1allocation methods .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 4CH Repo... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 1 , 5- 3create .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 1form .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10- 1 , 10- 1participate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 3update .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 2

Auction Templatecreate .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5- 1

Auctions Allocationspane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2

Auctions Allocations Pane .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2Auctions Overview

pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 1Auctions Overview Pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 1Auto-match

configure... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4- 1 , 6- 2

B

Bilateral Trading... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 1initiation.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7- 4 , 7- 6 , 7- 7 , 9- 1negotiation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 4 , 9- 1

Bilateral Trading Pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 1

C

CH Repoorder from scratch.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 6

Colorschange.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 9

ColumnsFilter. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 8rearrange .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 6

Contract Type .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 2

D

Direct Hit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4- 1 , 6- 2

Unrestricted


E

Executions viewpane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2

Executions View .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2

F

Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3- 6 , 3- 6 , 3- 8 , 3- 8Forms

CH Repo... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1new auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10- 1 , 10- 1OTC Spot.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1

G

Getting Started - Main Window.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2- 1

L

Layoutchange settings... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1 , 7- 1

Layout Gridmodify. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1 , 7- 1

Layout Settingschange.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 3 , 3- 4save .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 3 , 3- 4

Limitmanage .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4- 1 , 6- 2

M

Market Overview .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1Market-Making .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6- 1 , 9- 2 , 9- 2Master Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 4 , 3- 6

configure... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 6disable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 8re-/enable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 8

N

New OTC Spot Auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1New Repo Auction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10- 1

O

OrderCH Repo... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 4 , 7- 6counter. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 4create .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 4 , 7- 6reject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 4send.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 2take .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 3

Order Responsesend.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 2take .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 3

P

Panesauctions allocations .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2auctions overview .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 1bilateral trading ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7- 1 , 7- 4 , 7- 4 , 7- 6 , 7- 7 , 9- 1

Unrestricted


executions.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2quoting.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1 , 9- 2

Product Specification .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 2

Q

Quotehit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1respond .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 2

Quoting.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6- 1pane.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2

R

Reference Data ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .4- 1Reference Data GUI.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1- 2Repo Quoting .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9- 2Request Offer

create .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 7enter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 1OTC SPOT.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 7reject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 3respond .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7- 2

RSS Feeds .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 8

S

Settingschange.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3- 8 , 3- 8 , 3- 9

W

Workspacecreate .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2- 1 , 3- 1edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 2load settings .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 3modify. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2- 1 , 3- 2 , 3- 2 , 3- 4 , 6- 1 , 7- 1save settings .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 3setup .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2- 1zoom in/out. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 6

Workspace Gridmodify. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3- 2 , 3- 4

Unrestricted

RTP2 Repo Trading GUI — Help Version 1.0 · RTP2 Repo Trading GUI — Help Page 1-2 Version 1.0.0 SXR-MAN-GUI-100_/E General Information Version 1.0.0, April 2015 Provides step-by-step

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