Dear Customer,
Nasdaq will introduce a new TIP message for bonds analytics purposes. Analytics data will cover 1.000+ bonds listed on the Nordic fixed Income exchange and provide independent non-biased valuations and risk measures for reporting and for comparison versus other models used in the market. Content includes calculated and modelled data such as theoretical bond prices and prepayment/option adjusted sensitivities and spreads. More details of the content will be provided during the summer.
This message will be added to the Genium Consolidated Feed 3.0 release to be launched on September 28, 2015. It has no impact on any other existing functionality. Because of this change, both the GCF and TIP versions will be called 3.0.1.
Message will be available in external test systems August, 2015. More specific date will announced later.
New Bond Analytics message has a short name “BAn” and the updated TIP specifation is available here:
http://www.nasdaqomx.com/transactions/technicalinformation/gcf/gcf-3.0
If you have any questions please contact dataproducts@nasdaq.com
Release web site: http://www.nasdaqomx.com/transactions/technicalinformation/gcf/gcf-3.0