Annex D - Sponsored Segment1 Fees for on-exchange, on-order-book trading1.1 Transaction feeThe transaction fee is CHF 1.00.
1.2 Ad valorem fee1.2.1 Standard1.2.1.1 Standard tariff
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Asymmetrical: |
Floor |
Scale |
Cap |
|
a) Poster
|
CHF 0.00
|
0.00 bp
|
CHF 0
|
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b) Aggressor
|
CHF 0.50
|
0.65 bp
|
CHF 65
|
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c) Auction execution
|
CHF 0.50
|
0.75 bp
|
CHF 75
|
|
|
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Commitment
|
No commitment required
|
|
|
1.2.1.2 Alternative fee structure
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Balanced: |
Floor |
Scale |
Cap |
|
a) Poster & aggressor
|
CHF 0.50
|
0.54 bp
|
CHF 54
|
|
b) Auction execution
|
CHF 0.50
|
0.75 bp
|
CHF 75
|
|
|
|
Commitment
|
No commitment required
|
|
|
2 Fees for off-order-book trading2.1 Transaction feeThe transaction fee is CHF 1.00.
2.2 Ad valorem feeThe standard fee is:
|
Standard fee |
Floor |
Scale |
Cap |
|
Reporting
|
CHF 0.50
|
0.25 bp
|
CHF 25
|
3 Capacity fees3.1 QPS capacity feeEach sponsor is allocated a number of QPS free of charge for those equity securities for which it has entered into a market making agreement. It may increase its QPS capacity, up to a certain maximum, for a fee of CHF 500 per QPS and month.
|
Number of instruments with market-making obligations |
QPS free of charge |
Additional QPS
in return for a fee |
Maximum |
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a) 1-100
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1 QPS for every 10
instruments
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2 QPS
|
1 QPS for every 10
instruments + 2 QPS
|
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b) > 100
|
1 QPS for every 10
instruments
|
4 QPS
|
1 QPS for every 10
instruments + 4 QPS
|
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