NASDAQ is, as previously communicated, introducing daily cash settlement on all standardized fixed income derivatives that are currently offered as forwards with monthly cash settlement. The daily settled fixed income derivatives will replace the fixed income Forwards after a transition period during which both the Forward and the Futures contracts are available for clearing.
Attached documents contain details regarding:
- Reuters RIC codes
- Bloomberg tickers
- Draft versions of contract specifications for all new contracts
- Draft versions of new Fixed Income Fee lists
The scope of the replacement has not been adjusted since the last version that was published on June 8th.
Please contact fixedincomesweden@nasdaq.com for more information regarding the introduction of futures contracts on November 2nd 2015.
