Liffe has also recently taken steps to impose bandwidth restrictions on its members. From May 2004, members using automated price injection models and who exceed a message allocation from Liffe will be charged for exceeding that allocation, MacGregor said. The intention of this policy is to ensure that all models used on Liffe Connect are deployed in the most efficient and effective manner possible. He emphasised the move is not a revenue-generating exercise - the exchange hopes not to send any charges at all, he said.
The week on Risk.net, July 7-13, 2018Receive this by email