AUREL BGC

Overview

 

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.

 

Rulebooks

 

3rd Jan, 2018 Aurel BGC OTF Rulebook 2018

 
Aurel BGC OTF Product Asset Class 01-2018

Ratecards

 
To obtain access to our trading venue rate cards, please complete the requested fields below. We will review your request and accordingly provide access to the rate cards.






 

www.aurel-bgc.com

Pre- and Post-Trade Transparency Reporting (RTS 1 and 2)
 


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