Derivatives: Important information regarding order management during CLIN (22/10)

NASDAQ OMX has discovered a potential problem that can occur only during the
daily Closing Call Auction for Index Futures in CLICK. Under certain
circumstances, increasing the volume of an order during Call Interaction (CLIN)
can unintentionally affect other order characteristics. Therefore, the
possibility to increase the volume of an order during Call Interaction will be
disabled as of March 17, 2010, until the launch of Genium INET in September
2010. 

In the current NASDAQ OMX market model, increasing order volume automatically
cancels that orders time priority. As of March 17, 2010, the alternative will
be to cancel the order and place a new order with the updated volume or to add
another order with additional volume. This will achieve the same objective.
Additional information about the Call Interaction can be found in Appendix 17
of the Rules and Regulations of NASDAQ OMX Derivatives Markets. 

Please also note the separate NASDAQ OMX IT notice (26/10) on how to handle
private broadcasts during Call Interaction when altering an order. IT notice
26/10 highlights how to ensure that the right information is used when
distinguishing between public and private order books. 

For further information please see attaced file.