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
