10th August 2010
Exchange Notice
Fixed Income Derivatives
NASDAQ OMX launches CIBOR future contracts 13th September 2010
Futures contract based on the 3 month CIBOR will be available for clearing for
members of NASDAQ
OMX Derivatives Markets as of September 13, 2010.
The introduction of these futures contracts is part of NASDAQ OMX´s strategy to
continuously offer
new products and services for the Nordic Fixed Income markets. The futures
contracts will be traded in
the existing fixed income market structure and will be traded on price with
daily cash settlement and then
reported for clearing to NASDAQ OMX Derivatives Markets.
The products will have the following technical criteria:
Exchange 1 (Sweden), Market 4 (Danish Bond) and Instrument Group 11 (Futures
Cash Settled).
From 13th September 2010 the contract specifications for the CIBOR futures can
be found in section 4.27
of NASDAQ OMX Derivatives Markets Rules and Regulations.
http://nasdaqomx.com/listingcenter/nordicmarket/rulesandregulations/stockholm
There will be an introduction fee holiday from the introduction date the 13th
September 2010 and until
31st October 2010.
The following futures contracts will initially be available for clearing:
CIBORZ0 SE0003461615
CIBORH1 SE0003461623
CIBORM1 SE0003461631
CIBORU1 SE0003461649
CIBORZ1 SE0003461656
CIBORH2 SE0003461664
CIBORM2 SE0003461672
CIBORU2 SE0003461680
If you have any question regarding this Exchange Notice please do not hesitate
to contact Kasper
Byrfelt Lund,+ 45 3377 0352 / kalu@nasdaqomx.com
