IT Notice 14/14
Introduction of Request For Quote (RFQ) functionality
As of March 17, 2014, NASDAQ OMX Derivatives Markets will introduce a RFQ functionality for listed equity derivatives in Genium INET Nordic. The RFQ functionality allows market participants to request a one- or two-sided quote to the order book of a specified combination or instrument series using the OMnet message MC4. Such RFQ can be submitted with or without an indicative quantity attached to it. Once submitted, a RFQ is broadcasted to the entire market with the public OMnet message MI4 and all market participants can respond to it with single orders or quotes in the applicable order book.
Please see page 2 for a list of OMnet API codes of the combination and instrument types where the RFQ functionality will be made available.
The described functionality is available for testing in External Test System 3 as of February 12, 2014.
For further information on this IT notice, please contact
Technical Support
+46 8 405 6750
technicalsupport@nasdaqomx.com
| int_id | country | market | instrument_group |
| SWEDISH OMX INDEX CALL OPTION | 1 | 1 | 1 |
| SWEDISH OMX INDEX PUT OPTION | 1 | 1 | 2 |
| SWEDISH INDEX BINARY CALL OPT | 1 | 1 | 12 |
| SWEDISH INDEX BINARY PUT OPT | 1 | 1 | 13 |
| SWEDISH INDEX WEEKLY CALL OPTION | 1 | 1 | 81 |
| SWEDISH INDEX WEEKLY PUT OPTION | 1 | 1 | 82 |
| TM COMBO SE INDEX | 1 | 1 | 254 |
| SWEDISH STOCK FORWARD | 1 | 2 | 3 |
| SWEDISH STOCK CALL OPTION | 1 | 2 | 6 |
| SWEDISH STOCK PUT OPTION | 1 | 2 | 7 |
| SWEDISH STOCK FUTURE | 1 | 2 | 10 |
| SWEDISH STOCK FUTURE CASH | 1 | 2 | 11 |
| SWEDISH STOCK BINARY CALL OPT | 1 | 2 | 12 |
| SWEDISH STOCK BINARY PUT OPT | 1 | 2 | 13 |
| TM COMBO SE STOCK | 1 | 2 | 254 |
| FINNISH STOCK ON REQ FORWARD | 1 | 21 | 3 |
| FINNISH STOCK ON REQ CALL OPT | 1 | 21 | 6 |
| FINNISH STOCK ON REQ PUT OPT | 1 | 21 | 7 |
| EURO INDEX CALL OPTION | 1 | 44 | 1 |
| EURO INDEX PUT OPTION | 1 | 44 | 2 |
| TM COMBO EURO INDEX | 1 | 44 | 254 |
| DANISH INDEX CALL OPTION | 1 | 81 | 81 |
| DANISH INDEX PUT OPTION | 1 | 81 | 82 |
| TM COMBO DK INDEX | 1 | 81 | 254 |
| DANISH STOCK CALL OPTION | 1 | 82 | 6 |
| DANISH STOCK PUT OPTION | 1 | 82 | 7 |
| DANISH STOCK FUTURE DEL | 1 | 82 | 10 |
| DANISH STOCK FUTURE CASH | 1 | 82 | 11 |
| TM COMBO DK STOCK | 1 | 82 | 254 |
| NASDAQ OMX NOR INDEX CALL OPTION | 1 | 103 | 1 |
| NASDAQ OMX NOR INDEX PUT OPTION | 1 | 103 | 2 |
| NASDAQ OMX NOR STOCK FORWARD | 1 | 104 | 3 |
| NASDAQ OMX NOR STOCK CALL OPT | 1 | 104 | 6 |
| NASDAQ OMX NOR STOCK PUT OPT | 1 | 104 | 7 |
| NASDAQ OMX NORWEGIAN STOCK FUT | 1 | 104 | 10 |
| NASDAQ OMX NOR STOCK FUT CASH | 1 | 104 | 11 |
