Operating & Trading Schedules
This document lists the relevant opening and closing times of the ICE Endex Futures markets.
Policies & Procedures
Block Trades, EFP and EFS Timeframes
This document defines applicable timeframes for the submission and confirmation of block trades, EFPs and EFSs.
Trade Cancellations and Price Adjustments
This policy articulates guidance related to preventing execution of trades at unrepresentative prices as well as any policies and procedures for the price adjustment or cancellation of trades. Also, more information can be found regarding exchange controls, as the No Cancellation Range (“NCR”) and the Price Reasonability Limit (“RL).
Self Trade Prevention Functionality Policy
The Self-Trade Prevention Functionality can assist participants in preventing violations of wash trading prohibitions. This policy describes the Self-Trade Prevention functionality.
ICE Endex policy relating to Block Trades.
Ownership and Control Reporting
This document provides an overview of the minimum Block sizes and the MiFIR Large inScale (‘LIS’) thresholds for block trades.
Trade at Settlement Natural Gas
TAS Natural Gas allows a trader to enter an order to buy or sell and eligible futures contract during the course of the trading day at a price equal to the settlement price for that contract or at a price up to five ticks above or below the settlement price.
TAS Emissions allows a trader to enter an order to buy or sell and eligible futures contract during the course of the trading day at a price equal to the settlement price for that contract or at a price up to ten ticks above or below the settlement price.
IPL functionality acts as a temporary circuit breaker feature on the electronic platform to diminish the likelihood and extent of short-term price spikes or aberrant market moves.
This document sets out the relevant information on the provision of Market Data.
Guidance
Stop with Protection Order: Protection Limits
This reference document includes the stop order protection limits for futures contracts traded through the ICE Endex markets.
ICE Endex Order Quantity Limits
Get a summary overview of the position reporting thresholds for each ICE Endex futures and options contract. These positions should be included in each reporting firm’s daily electronic Large Trader File (“LGTR”).
Data Publication – End-of-Day Report
At the end of each business day, ICE Endex establishes settlement prices for the markets it operates. These settlement prices are published as part of the End-of-Day report, an automatically derived report publishing the full curve of tradable contracts available through this market.
Settlement Parameters & Spreads
See settlement parameters for each ICE Endex futures product including pricing sessions, contracts, minimum trade volume and volume size orders, weighted average percentages, maximum quotes standard deviation and more.
Guidance Orders to Transactions Ratios
This document lists price information, market data content information and information on cost accounting methodology.
ICE Endex Position Reporting Large Trader Report (LGTR) Submission Guidance
This list includes the reasonability limits (RL), no cancellation ranges (NCR), interval price limits (IPL) and tier price limits (TPL) for futures and options contracts traded through this market.
Frequently Asked Questions (FAQs)
This document provides answers to frequently asked questions in relation to ICE Endex’s Financial Information eXchange (“FIX”) messaging protocol for FIX Tag 1028, which identifies manual and automated order routing.
Self Trade Prevention Functionality FAQ
The most frequently asked questions about self trade prevention explain how our prevention functionality works and how it can be set up in your account.
This document provides answers to frequently asked questions in relation to the ICE REMIT Transaction Reporting service offered by ICE TradeVault Europe (ICE RRRM).
ICE Endex Tiered Price Limit FAQ
This document provides answers to frequently asked questions in relation to the TPL.
Forms
OCR Portal Access Request Form
The ICE MFT Service allows Members and relevant market participants to automate or ad-hoc downloading and uploading of MiFID data files. Members and market participants requesting use of the ICE MiFID MFT Service should complete the attached MiFID Access Request Form and return it to the email address included at the top of the form.