Update: NASDAQ Replacement of Fixed Income Forwards

| Source: Derivatives Derivatives

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.

Attachments

Fixed Income Fee List (ALL) - DRAFT.pdf 3.XX NIBOR Future (DRAFT).pdf 3.XX NIBOR Future Options (DRAFT).pdf 3.XX SWH Futures (DRAFT).pdf 3.XX SGB Future (DRAFT).pdf 3.XX STIBOR Future Options (DRAFT).pdf Instrument Listing.xlsx 3.XX NDH Futures (DRAFT).pdf 3.XX SCBC Future (DRAFT).pdf 3.XX STH Futures (DRAFT).pdf 3.XX One Year Mid-Curve STIBOR Future Options (DRAFT).pdf 3.XX SGB Future Options (DRAFT).pdf 3.XX STIBOR Future (DRAFT).pdf