Aurel BGC Conflicts Statement 2018
Order Handling and Best Execution Policy
Aurel BGC Terms of Business Final
Minor non-monetary benefits disclosures
SSTI calculating methodology for Indicative pricing:
In relation to the calculation methodology for Indicative Pricing, this will be determined based on the availability of IoI, AIoI and previously observed orders i.e. ‘Inputs’. In order of Input availability, the methodology are:
(a) a simple average of IoI
(b) the latest available Input. *Subject to a time boundary/cut-off that is determined on an asset class by asset class basis.
(c) A mathematical regression generating indicative pre-trade price based on previously observed Inputs. These Inputs will be weighted in the regression using the following parameters: observation price level and associated volume, observation count and observation time.
|3rd Jan, 2018||Aurel BGC OTF Rulebook 2018|
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