London Stock Exchange Group Group Ticker Plant. Release Note. Change Log: 24 October 2018

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1 Change Log: Version Date Change Description October 2017 BRSUP-1017 and BRSUP-432 added to open issue log te regarding split up of release note into current and future issues vember 2017 GTP-8311 amended wording Added BSRUP-432 Added BSRSUP-336 Added GTP-8428, GTP-8443, GTP-8387, GTP vember 2017 Issues removed as fixed for this release BSRSUP-432, GTP vember 2017 Added foot note on GTP-8004 for GTP release Added GTP vember 2017 Removed GTP-8004 (unit quantity for Bond instruments) Added GTP-8603 Added GTP December 2017 Removed BSRSUP-336 Added footnote on BSRSUP-1017 Added Venues Affected March 2018 Updated BSRSUP-1017 Added venue BIT on GTP-7092 Added GTP-9054 (BSRSUP-1771), GTP April 2018 Release note for , which supports the Sola IDEM (Italian Derivatives Market) release April 2018 Added Release Dates for London and Milan Updated GTP-9054, GTP-8999, GTP-8428, GTP-8510 to venue affected TradeEcho August 2018 Added RFC 126 GTP London changes Added RFC 127 GTP Milan changes Added Changes Unrelated to a Product Upgrade Added GTP August 2018 Issue for release Added Release GTP Sprint 21 : Supporting Turquoise R9.3 Added Changes Unrelated to Product Upgrade: Turquoise NYLON Cash Order Book August 2018 Known Issue for GTP Sprint 24 Added GTP Sprint September 2018 Fixed Issue for GTP Sprint 25 Removed GTP September Sprint 26 (to CDS) Removed Issue GTP-8603 Added New Issues

2 October Sprint 26 (to Production) Removed GTP-10008, GTP-10010, GTP-9306 Added GTP-9306, CPX clarification to Trade Summary message GTP London Sprint 26 Supporting R Promotion to CDS and Production with any scheduled maintenance days will be communicated by the Technical Account Management Team. GTP Release Sprint 24 contains new functionality to support publishing both single and multi fill events on a Trade Summary message. A new message Trade Summary, which contains the Total Executed Quantity, Total Hidden Executed Quantity and the Far Price (the highest price at which volume is depleted as part of the Matching Engine event in case of an aggressing buy order, or the lowest price at which volume is depleted in case of an aggressing sell order) and the Deleted Order Quantity (deleted due to self execution prevention). Trade Summary message will be disseminated before any individual order book updates. Trade Summary message will only be disseminated for trades during Regular Trading and is not applicable to Auction Trades. Trades resulting from following order types will not, generate a specific Trade Summary message; a) Stop Orders b) Stop Limit Orders c) Orders with a CPX validity type elected during CPX session transition Instead, volume executed from these order types that are triggered to aggress in the same direction as the initiating aggressive order will be included within the Trade Summary message following the initiating aggressive order contributing to the volume and price fields as relevant. Volume executed from these order types that are triggered to aggress in the opposite direction to initiating aggressive order will not be included in the Trade Summary message. Please refer to GTP 002 Technical Guide for further details on the new Trade Summary message structure. Clients that are to consume the Trade Summaries will be required to adapt to the new Trade Summary message structure. Trade Summary messages will be published on the existing FDI (Full Depth Incremental) service channels. There are no channel configuration changes required as existing channels for are used.

3 Log of Known Issues All issues present in ; inclusive of past issues found in previous releases and new issues found in Release Sprint 26 New in Release Issue Identifier Title Yes GTP-9306 Incorrect rounding on tional Amount Yes GTP MiFID Trade Message has tional Currency Yes GTP-9056 MiFID Trade Report does not publish negative values Yes GTP Indicative Quote Message not published on a quote amendment Yes GTP-9307 Cancel and Amends on T+1 Yes GTP-7990 Amendment of non-visible portion of iceberg order Order Modify Message Venues Affected / BIT /BIT TradECHO BIT/ BIT/ /TQ/BIT Description MiFID Trade and MiFID Cross Trade messages are ly rounding to 3 decimal places instead of 4 tional Currency value is ly set to NULL for Bond instruments Quantity in Measurement Unit field on the MiFID Trade report does not support negative values Indicative Quote Message is not disseminated after changing quote's price if amended side of quote is the same as a hidden side of RFQ If,instruments moved to another channel link, trade cancellation and amendments on day T+1 ly processed Unchanged, Order Modify Message disseminated when an amendment is made to the non-visible portion of an iceberg order

4 Yes GTP-8257 / GTP Incorrect tional Amount for Auction and NAV Bulk Trades Yes GTP MiFID Trade Message has tional Currency, Price Currency and Venue of Execution Yes MIT / GTP GTP-9863 GTP-9054 (BSRSUP- 1771) GTP-8999 For a bulk trades that are non-equity and non-bond the tional Amount field is not multiplied by Price on the MiFID Trade Message On an electronic quote aggressing the order book, to establish a new market price with re-evaluation of a pegged order; The MiFID Trade Message disseminated has fields populated for tional Currency, Price Currency and Venue of Execution Trade Summary On Pegged orders, the far price field is ly calculated MiFID Trade Report on cancel of aggregated trades ly published MiFID Trade Report on deferral trades - Incorrect AMND flag MiFID Trade Report Emission Allowance Type not populated for certain cases Cancelation of an indefinite deferred report after aggregation is ly published. Applies to unvalidated late cancels or a cancel after an aggregation date with IDAF or COAF flags the cancellation is published when it should be suppressed MiFID Trade Report is published with AMND flag if a deferred trade is amended before publication For amended and delayed trades that are pre-released, GTP publishes as new trade. For Derivatives, Emission Allowance Type values EUA, CER or ERU are not populated.

5 GTP- 8586/GTP GTP-8257 GTP-8270 GTP-8428 GTP-8443 GTP-8387 GTP-8395 Statistics Snapshot Requests MiFID Post Trade Feed - Empty fields for Auction Trade Bulk /BIT MiFID Post Trade Feed Auction Bulk message Report message contains default values Cross and message contains default values Instrument Status message delay Bulk Trade and Trade cancellation and correction message ordering Turquoise /BIT BIT IDEM/ Statistic Snapshot requests targeting Turquoise Lit Auctions venue which are initiated during or shortly after the auction period, may return inconsistent Auction Type information. tional Amount and tional Currency are empty for non equity instruments in MiFID Trade messages with Trade Type = Auction Trade Bulk MiFID Quantity field displayed as Executed Quantity on Auction Bulk Trade message Quantity in Unit Measurement and tional Value fields defaults to 0 and spaces rather than just spaces. Quantity in Unit Measurement and tional Value fields defaults to 0 and spaces rather than just spaces. It is possible Instrument Status messages could be delayed by up to 1 second when moving into closing auction call. The Bulk Trade cancellation/correction may publish prior to the Individual Auction Trade cancellation.

6 GTP-8510 GTP-3924, GTP-5111, GTP5106, GTP-6402 BDM-808 GTP-3675 GTP-5330 Report Amendment logic Increased latency on Statistics messages and Secondary ( B ) market data feeds. Potential crossed book on IDEM fulldepth incremental data services Imbalance Quantity and Direction during Auctions Closing prices disseminated as -1 values / Turquoise /BIT IDEM Upon the amendment of a previously amended trade report, the Transaction Identification Code (Trade ID) does not match the code on the original trade or the initial amendment code. Statistics messages and Secondary market data feeds may be subject to increased latency. A momentarily crossed book exists on the IDEM market across both fulldepth multicast and GTP Lite market data services; this is due to the communication of an order modification prior to execution. This behaviour is present in Phase 1 service lines but is not present on HSVF market data services. The Group is currently investigating a solution and will provide updates in due course. Imbalance quantity and direction is not provided for auctions on the London Stock Exchange markets; indicative uncrossing price and volume are however provided. This will be provided in a future release. Customers may note messages disseminated with -1 values set as their closing price. These instruments should be reported as having no close price or because the close was manually cleared by Market Operations.

7 GTP-5043 BIT/EuroTLX Latency degradation BIT /EuroTLX Latency degradation on primary feeds of BIT/EuroTLX Channels during high volume of transactions