As of Monday December 9, 2013, NASDAQ OMX Derivatives Markets introduces a number of updates to the Market Model for Nordic equity derivatives, as outlined below.
• The order price limits functionality in all equity and equity index derivatives order books will be enhanced to also cover combination order books as well as market and market-to-limit orders.
• The post trade session for index futures on OMXS30 will be prolonged to run 17:28 – 17:45 (current 17:28 – 17:35) on normal trading days, and 12:58 – 13:15 (current 12:58 – 13:05) on half trading days.
• Trading in the two calendar-spread order books (‘The Roll’) on OMXS30 will be made available for trading in the post trade session while trading in all other combinations will not.
• Market and market-to-limit will no longer be valid order types in combination order books.
• Good-till-cancel and good-till-date orders will be made available in the two calendar spread order books on OMXS30.
For detailed information please see the attached document.
The new version of the Market Model document will be published separately at a later stage.
For further information concerning this exchange notice please contact Mikael Siewertz or Joakim Fernlund, telephone +46 8 405 6000.