(1) the difference between the price at which the error trade was done and the preceding traded price of the security or futures contract;

(2) the market liquidity in the security or futures contract at the time the error trade occurred;

(3) where the trade involves a futures contract, the trading behaviour of the underlying security;

(4) the monetary loss involved if the trade is or is not cancelled;

(5) the difference between the time the erroneous order was entered and the time it was matched;

(6) the number of counterparty customers involved;

(7) whether the force key was used when entering the erroneous order into the Trading System;

(7A) the impact on the settlement process;

(7B) in the case of bonds, the rating, interest rate, coupon rate, maturity date and yield curve;

(8) the reason(s) given for the error; and

(9) any other factors which SGX-ST considers relevant.