MarketRehearsalfor.PDF

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MarketRehearsalfor.PDF

Market Rehearsal for HKATS Risk Functions (PTRM GUI) in Derivatives Market (30 January 2016) Information Package for Participants (HKATS) Version 1.00 Issue Date: 8 January 2016 Market Rehearsal for HKATS Risk Functions (PTRM GUI) in Derivatives Market Participant Information Package Table of Content 1. INTRODUCTION 3 2. SCOPE AND OBJECTIVES 4 2.1 REHEARSAL OBJECTIVES 4 2.2 SCOPE 4 2.2.1 Network Connectivity 4 2.2.2 PTRM GUI Functions 4 2.2.3 Site Failover and Resumption of Day Session 5 2.2.4 Disable PTRM Functions by HKEx during Trading Hours 5 3. COMPLIANCE 5 4. PARTICIPANTS REQUIREMENTS 6 5. DO’S AND DON’TS 8 6. HELP DESK 8 7. MARKET REHEARSAL 8 7.1 DATE AND TIME TABLE 8 7.2 REHEARSAL CHECKLIST AND REHEARSAL DETAILED RUNDOWN 10 7.3 PTRM GUI, HKATS LOGON ID PASSWORD 10 7.4 VERIFICATION OF SOFTWARE VERSION 29 10 7.5 ORDER PLACEMENT GUIDELINES 11 7.6 REHEARSAL EVALUATION 11 8. TYPHOON AND BLACK RAINSTORM ARRANGEMENT 12 8.1 TYPHOON ARRANGEMENT 12 8.2 BLACK RAINSTORM ARRANGEMENT 12 9. EP COMMUNICATION CHANNELS 12 APPENDIX A: REHEARSAL CHECKLIST 13 APPENDIX B: MARKET REHEARSAL DETAILED RUNDOWN 14 APPENDIX C: CONFIRMATION FORMS (C1 AND C2) 24 APPENDIX D: HOW TO ACCESS TO PTRM GUI 26 APPENDIX E: SUPPLEMENT TO PTRM FUNCTIONS 32 APPENDIX F: GUIDELINES FOR SETTING UP THE

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