Atlantis Reported BLOCKS Fee Calculation

In order to calculate execution commission fees on trades, Atlantis follows a series of calculations and prioritization in order to calculate the total amount to be charged on a trade. 

For a detailed explanation of how data flows into Atlantis and how it is matched to Atlantis Participant Codes, Docs Parties, and Agreements, as well as unsupported rate types and calculation formulas, please visit the Atlantis ETD Fee Calculation article. 

BLOCKS Rate Calculation

For all non-given-up, reported block trades (these trades have a sub-asset class of "blocks" in Atlantis), Atlantis follows these steps for calculation:

For additional information, please read 2021 EFRP Agreement Templates - FAQs.