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 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 started the listing process of the new futures in production, which means that some of the contracts will be visible in all connected clearing systems starting tomorrow 2015-10-16. The listing process will continue until 2015-10-23 when all contracts shall be listed and visible.
The attached document displays all contracts that will be listed and visible on 2015-10-16, including Derivatives series names, Quotation instrument series names, ISIN Codes, Reuters RIC codes and Bloomberg tickers.
A new exchange message and attachment will be sent out upon next listing batch.
Note that the contracts are visible but not active - it is not possible to enter trades or quotes yet. The new Futures contracts will be clearable from November 2nd as previously communicated.
The contracts are also available in external test system 1 for member testing.
Any questions regarding the fixed income futures may be directed to FixedIncomeSweden@nasdaq.com
