Derivatives: Extension of the closing auction on Swedish Index futures as of September 28th (76/15)


NASDAQ OMX Derivatives Markets will extend the closing auction for OMXS30 and OMXSB futures with one minute as of September 28th. This means that the post trade session in OMXS30 and OMXSB index futures will start one minute later, 17:29:00 (currently 17:28:00).

The OMXS30 and OMXSB index futures Order Book shifts directly into Call Interaction at the end of Continuous Trading and the Call Interaction will following the change last for at least 150 (currently 90) and at the most 180 (currently 120) seconds from the end of Continuous Trading. Call Interaction ends when the Uncross is carried out.

The change is available for member testing in external test systems 1and 3 as of today.

 

For further information please see the attached file or contact Mikael Siewertz, telephone +46 8 405 6334 or Stefan Grandlin, telephone +46 8 405 7360.

 


Attachments

76_Extension of the closing auction on Swedish Index futures as of September 28th.pdf