Update: NASDAQ Replacement of Fixed Income Forwards


NASDAQ is, as previously communicated, introducing new fixed income futures. The fixed income Futures will replace the fixed income Forwards after a transition period during which both the Forward and the Futures contracts are available for clearing.

Nasdaq has completed the listing process of the new futures in production, which means that all new contracts will be visible in connected clearing systems starting tomorrow 2015-10-23.

The attached document displays all futures contracts that have been listed and are visible on 2015-10-23, including Derivatives series names, Quotation instrument series names, ISIN Codes, Reuters RIC codes and Bloomberg tickers.

Note that the derivative contracts are visible but not active - it is not possible to enter trades until November 2nd .

The contracts are also available in external test system 1 for member testing.

Information to Market-Makers :

The quotation instruments will be active in production starting tomorrow 2015-10-23 and it will be possible to enter quotes for testing purposes. Quotation instruments are visible in clearing workstation under the following central groups:

  • 3STIB-FRA
  • MORTG-FUT
  • T-BOND-FUT

Any questions regarding the fixed income futures may be directed to FixedIncomeSweden@nasdaq.com


Anhänge

Instruments listed on 2015-10-23.xlsx
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