London, 2013-11-13 18:35 CET (GLOBE NEWSWIRE) --
Issue Date: 13 November 2013
Effective Date: 13 November 2013
NASDAQ OMX NLX - Notice of Final List of Deliverable Gilts for the December 2013 Long Gilt Future Delivery Month
Introduction
This Notice serves to advise participants in the NLX market of the final delivery basket of Gilts approved for delivery for the December 2013 delivery month.
Final Delivery Basket – December 2013 Long Gilt Future
Pursuant to Schedule 1 – Transaction Specifications of the Product Terms of the NASDAQ OMX NLX Long Gilt futures product, the Operator shall confirm the final list of Gilts that satisfy the Deliverable Bond Characteristics suitable for delivery for the delivery month not less than 10 business days prior to the first Notice Day of the Delivery Month.
The first Notice Day for the December 2013 Delivery Month of the Long Gilt futures product is 28th November 2013. The final list of Gilts acceptable for delivery of the December 2013 Long Gilt Future is set out below:
| ISIN | Coupon | Maturity | Coupon Day |
Conversion Factor |
Initial Accrued Interest | Daily Accrued Interest |
| GB00B7L9SL19 | 1.75 | 07-Sep-22 | 07-Mar | 0.8349977 | 406.077348 | 4.834254 |
| GB00B7Z53659 | 2.25 | 07-Sep-23 | 07-Mar | 0.8596480 | 522.099448 | 6.215470 |
| GB0030880693 | 5.00 | 07-Mar-25 | 07-Mar | 1.0899182 | 1160.220994 | 13.812155 |
For further information in relation to this NASDAQ OMX NLX Market Notice, please contact:
Stuart Deel-Smith:
Tel: +44 (0) 207 065 8051
Email: stuart.deel-smith@nlx.co.uk
Amanda Maundrell:
Tel: +44 (0) 207 065 8047
Email: Amanda.maundrell@nlx.co.uk
Maryna Syrovatka:
Tel: +44 (0) 207 065 8107
Email: Maryna.Syrovatka@nlx.co.uk
NASDAQ OMX NLX Limited (“NLX”) is authorised and regulated by the Financial Conduct Authority. NLX is a company registered in England and Wales with number 7774388 whose registered office is at 131 Finsbury Pavement, London, EC2A 1NT. Insofar as the content of this communication is considered a financial promotion for the purposes of section 21 Financial Services and Markets Act 2000 (“FSMA”), it is not communicated or approved by a person authorised under FSMA. This communication is directed only at persons to whom NLX may lawfully make financial promotions (“Relevant Persons”) including persons who have professional experience in matters relating to investments who are "investment professionals" within the meaning of article 19 of the FSMA (Financial Promotion) Order of 2005. This communication must not be distributed to, acted on or relied upon by persons who are not Relevant Persons.
