NASDAQ OMX Stockholm intends to launch a new interest rate future on the 15th of April 2009. The future will be traded in the current market structure for Swedish interest rate derivatives and reported to the exchange for clearing. In order to support the market NASDAQ OMX collects and distributes indicative prices from market committed banks.
In order to increase the adaptation process for the new instrument NASDAQ OMX will, effective from 2009-03-27, create order books for indicative prices in the SAXESS system. The order books will be used by market committed banks to test their system and the order book ID (OID) will be used by market data vendors to create quotes and pages on their system.
Please note that although prices will be distributed from the exchange to market data vendors the reporting of trades for clearing will not be available until the 15th of April 2009.
The following order books have been created to support the market on the submarket OMX STO Benchmark Bonds.
Contract name Order book ID ISIN
RIBAM9 64966 SE0002830034
RIBAU9 64971 SE0002830059
RIBAZ9 64974 SE0002830067
RIBAH0 64976 SE0002830083
