Market Impacted: Nordic Derivatives Markets
Product Impacted: Nordic Derivatives Market products
What you need to know?
Nasdaq Nordic has decided to change the technical configuration for OMXS30 index weekly options series in Genium INET which will affect the Genium Consolidated feed (GCF). The first day of trading with the new configuration will be February 11, 2019. The details of the change are described below.
What will change?
The changes in the GCF feed will be new values in the BasicDataTradable (BDt) message, fields INi (corresponding to Instrument Class) and NAm (corresponding to Instrument Type Name).
More about the difference can be seen below.
Product | Commodity | Market Id | Name (NAm) | INi | Product ID |
Index weekly (current) | OMXS30 | SEI | SWEDISH INDEX WEEKLY CALL OPTION | OMXS30WCO | |
Index weekly (current) | OMXS30 | SEI | SWEDISH INDEX WEEKLY PUT OPTION | OMXS30WPO | |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 1st weekly call | OMXS30WCO1 | 1XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 2nd weekly call | OMXS30WCO2 | 2XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 4th weekly call | OMXS30WCO4 | 4XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 5st weekly call | OMXS30WCO5 | 5XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 1st weekly put | OMXS30WPO1 | 1XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 2nd weekly put | OMXS30WPO2 | 2XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 4th weekly put | OMXS30WPO4 | 4XS30 |
Index weekly (NEW) | OMXS30 | SEI | SWEDISH INDEX 5st weekly put | OMXS30WPO5 | 5XS30 |
Testing
The new instrument series (with the new configuration) will be available for testing in GCF TST 2 from Monday December 17, 2018. The instrument series listed on that day will be Week 4 contracts with expiry in December, and Week 1 and Week 2 contracts with expiry in January.
Please note that instrument series with the current configuration is available in TST 2 only until Friday December 7, 2018.
Production go-live
February 11, 2019, will be the first day of trading with the new instrument series (with the new configuration) in Production environment. The instrument series listed on that day will be Week 4 contracts with expiry in February, and Week 1 and Week 2 contracts with expiry in March.
Please note that instrument series with the current configuration is available in Production only until Friday February 8, 2019. That day is the last expiry day for instrument series with the current configuration, and the last day of trading these instrument series.
Where can I find additional information?
More information about the changes can be found in this notice
For further information of this notice, please contact your Nasdaq representative or dataproducts@nasdaq.com.