Changes in price information from NASDAQ OMX Copenhagen
As of today NASDAQ OMX Copenhagen will launch a few changes in the calculation of average prices and yields etc., cf. Exchange Notices of 12th October and 5th November 2010.
NASDAQ OMX Copenhagen has in cooperation with members and issuers decided to only calculate and publish the all-trades average price.
As a consequence the price basis for calculation of yield and duration etc. will be changed. As of 15th December 2010 these calculations will be based on primarily the all-trades average price and alternatively the best bid price at closing (if no trade has taken place that day).
NASDAQ OMX web will also be changed as the average price will be left out. The same applies to the Official Pricelist where the all-trades average price will replace the current average price. Equivalently the average price will be removed from the Genium Consolidated Feed.
For further information concerning this exchange notice please contact Poul Erik Egeberg, poul.erik.egeberg@nasdaqomx.com
