Dear Börse Frankfurt and Börse Frankfurt Zertifikate Participant,

With this Newsflash we would like to inform you about the focus day scenario that will be provided tomorrow, 11 August 2020, in T7 Release 8.1 Börse Frankfurt simulation:

• Focus Day Settlement 1: Matching against Specialist with Bilateral Aggregation of Trades (Börse Frankfurt)
  Please note: The price determination will be done by an internal DBAG Specialist at 12:00, 14:00 and 15:30 (all times are CEST).
• Focus Day Settlement 2: Matching against other Participants (Börse Frankfurt)

As announced in the "T7 Release 8.1 Participant Simulation Guide", the focus days “Settlement 1” and “Settlement 2” have been planned to test the settlement processing in T7 Release 8.1 Börse Frankfurt including Börse Frankfurt Zertifikate - Simulation.

The document is also available under the following link on the Xetra website www.xetra.com: 

Technology > T7 trading architecture > System documentation > Release 8.1 > Simulation

The following instruments have been selected for executing the scenarios of the focus days:

Focus Day Settlement 1: Matching against Specialist with Bilateral Aggregation of Trades (Börse Frankfurt)

ISIN Group 1 (instruments quoted in units)

IE00BYSZ5W11 - ETF
IE00BYSZ5S74 - ETF
GB00BQQFX454 - Equity
CH0002168083 - Equity
AU000000NME3 - Equity
CNE1000004X4 - Equity
CWN5646M8403 - Warrant

ISIN Group 2 (instruments quoted in percent)

DE0007490724 - Bond
FR0012159812 - Bond
AU3FN0024543 - Bond, Currency: AUD
US931142AU74 - Bond, Currency: USD
XS1396684646 - Warrant
XS0848421680 - Warrant
XS1439441236 - Warrant

Focus Day Settlement 2: Matching against other Participants (Börse Frankfurt)

ISIN Group 3 (instruments quoted in units)

TH0324B10Z19 - Equity
LU0175575991 - Fund
LU0210534813 - Fund
BMG7300G1096 - Equity
ES0121975009 - Equity
ID1000058407 - Bond
TH0088010R13 - Equity
SG1U97935860 - Equity
SG1V04936067 - Equity
SE0001515552 - Equity

ISIN Group 4 (instruments quoted in percent)

CH0290172839 - Warrant
US453258AP01 - Bond, Currency: USD
US40414LAJ89 - Bond, Currency: USD
CA780086KR45 - Bond, Currency: CAD
US29736RAG56 - Bond, Currency: USD
XS1267602214 - Bond, Currency: USD
USY3R559AK81 - Bond, Currency: USD
AU3SG0001571 - Bond, Currency: AUD
XS1396669928 - Warrant
XS1396717917 - Warrant
XS1252902306 - Warrant
XS0497464668 - Warrant

Please note:

The exact dates of the focus days are displayed in the current Simulation calendar, also available under the following link on the Xetra website:

Trading > Trading calendar and trading hours > Further information 

As described in the "T7 Release 8.1 Participant Simulation Guide", price determinations for the Focus Day Settlement 2 (ISIN Groups 3 and 4) are triggered by external specialists. Although the aim is to ensure that all orders are executed, we cannot guarantee this for all orders in ISIN Groups 3 and 4 for this reason.

Holding management: 

• The holdings of the instruments are limited and should be used exclusively for testing the focus days ‘"Settlement 1" and "Settlement 2". 
• If additional holdings are required, these can be requested from the CBF Connectivity Support team under: connect@clearstream.com. 
• Please note that pending/on hold instructions in LION have to be cancelled bilaterally in LION after the focus days, earliest on 14 August 2020 and latest on 17 August 2020. This is necessary to ensure that additional holdings are not consumed by remaining pending or on hold instructions.
• Please note that sufficient liquidity is required on the DCA accounts to execute the tests successfully.

We urge all Börse Frankfurt (including Börse Frankfurt Zertifikate) Members to participate in the Simulation environment to allow for a seamless transition to T7. 

If you have any questions, please feel free to contact your Key Account Manager or send an e-mail to: client.services@deutsche-boerse.com.

Kind regards

Your Client Services Team