NASDAQ OMX NLX - Notice of Final List of Deliverable Gilts for the September 2014 Long Gilt Future Delivery Month

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| Source: NASDAQ OMX NLX

London, 2014-08-14 19:10 CEST (GLOBE NEWSWIRE) -- This Notice serves to advise participants in the NLX market of the final delivery basket of Gilts approved for delivery for the September 2014 delivery month.

 

Final Delivery Basket – September 2014 Long Gilt Future

Pursuant to Schedule 1 – Transaction Specifications of the Product Terms of the NASDAQ OMX NLX Long Gilt Futures contract, 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 September 2014 Delivery Month of the Long Gilt Futures Contract is 28th August 2014. The final list of Gilts acceptable for Delivery set of the September 2014 Long Gilt Future is detailed below:

 

ISIN COUPON MATURITY COUPON DAY CONVERSION FACTOR INITIAL ACCRUED INTEREST DAILY ACCRUED INTEREST
GB00B7Z53659 2.25 07-Sep-23 07-Sep 0.8686257 -42.798913 *
-43.508287 **
6.114130 *
6.215470 **
GB00BHBFH458 2.75 07-Sep-24 07-Sep 0.8976724 -52.309783 *
-53.176796 **
7.472826 *
7.596685 **
GB0030880693 5.00 07-Mar-25 07-Sep 1.0851708 -95.108696 *
-96.685083 **
13.586957 *
13.812155 **

*   - Accrued Interest for delivery up to and including the Coupon Day

** - Accrued Interest for delivery after the Coupon Day

 

For further information in relation to this NASDAQ OMX NLX Notice, please contact:

Stuart Deel-Smith

Tel: +44 (0) 203 753 2106

Email:  Stuart.Deel-Smith@nlx.co.uk

 

Vishal Mewasingh

Tel: +44 (0) 203 753 2125

Email:  Vishal.Mewasingh@nlx. co.uk

 

Maryna Syrovatka

Tel: +44 (0) 203 753 2127

Email:  Maryna.Syrovatka@nlx.co.uk