Incorrect reports for monthly mark to market Fixed Income
Clearing reports for monthly cash settlement of Fixed income derivatives created April 1st in Genium INET are incorrect for end clients with rebates. End clients with no rebate are not affected.
The information in Clearing Workstation 1 and Clearing Workstation 2 menu “Clearing Information” is correct but the information differs from the clearing reports. The affected reports are:
N_FORWARD_MONTHLY_MARK_TO_MARKET_FIXED_INCOME (NFOMTM)
N_FORWARD_MONTHLY_MARK_TO_MARKET_FIXED_INCOME_CSV (NFOMTMC)
N_FORWARD_MONTHLY_MARK_TO_MARKET_FIXED_INCOME_XLS (NFOMTMX)
Correct reports are available upon request. Please contact clearing operations at clearing@nasdaq.com if you need a new report.
Kind regards,
Clearing Operations