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October 2012 3.72.1

New product released - Actant: ExStream HitLift

Innovative low latency execution management system

Highly optimised to achieve sub 100 microsecond response times

Designed to capture marketable order flow and capitalise on volatile underlying markets

CBOE CMi2 integration completed

CBOE market interface re-written

Enhancements designed to negate pick-off risk

Incorporating smart trade and portfolio hedging

Takes full advantage of CMi 2.0 market access to CBOE, CBOE C2, CBOE Futures Exchange and CBOE Stock Exchange

New connectivity to CME CBOT for agriculture

New BAML integration for CME trading enabling any non-exchange member to trade CME products

Further new product features include:

FINRA Rule 15c3-5: Company Safety Limits

Enhancements designed to negate pick-off risk

CBOE Max Spread Rules

An enhanced price feed

ExStream AutoHedge – Trade Hedge for Strategies

HEDGEFFT: Scripting Value

Reversal Conversion: QE cols

PHLX – SQF 6.3 Upgrade

Cti Decommissioning

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November 3.71.3

Extended ExStream with new features including

Generic and delta cross product navigation

Time triggers for actions

Improved configurability of Scanners

Multi-window Studio environment with search support

Average price for orders with multiple fills

Extended Algo Library with off-the-shelf automation algorithms including

trade hedging

portfolio hedging

scaled limit orders

alert buy & sell

Extended pre-calculation of options prices to include the volatility dimension

Mandatory upgrade for Eurex R14

New Xetra EBS connection

Extended Activ Feed with full support for European stock, future and options data

New UTP Cash connection

Added Kyte FIX execution gateway

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August 3.71.2

Launch of new Algo Library with off-the-shelf automation algorithms including

spread trading

stop loss

limit with discretion

trailing stop

stop limit

ice berg with top-up

pegging orders and progressive aggression

iceberg

Added ExStream Direct Actions enabling trading algorithms like smart orders and synthetic spread trading

Mandatory upgrade for  NYSE Arca & AMEX Options underlying group id

Mandatory upgrade for CME interest rate futures

Full support for away orders (hidden quoting, exstream) on BATS and C2 )

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May 3.71.1

Added new C2 SPXpm for CBOE

New ISE Optimise connection

Upgrade to PHLX SQF 6

Added new PHLX PIXL Price Improvement auction

Mandatory upgrade for CME multi-iLink tags

Improved time and sales sheet for Eurex and Euronext showing professional trades

Added improved SABR volatility model

Added dividend download and automated rate fitting

Added integration with FTEN for pre-trade risk for naked access compliance