London, 2014-02-25 18:21 CET (GLOBE NEWSWIRE) --
Issue Date: 25 February 2014
Effective Date: 13 February 2014
NASDAQ OMX NLX - Notice of Final List of Deliverable Gilts for the March 2014 Long Gilt Future Delivery Month
Introduction
This Notice serves to advise participants in the NLX market of the final delivery basket of Gilts approved for delivery for the March 2014 delivery month.
Final Delivery Basket – March 2014 Long Gilt Future
Pursuant to Schedule 1 – Transaction Specifications of the Product Terms of the NASDAQ OMX NLX Long Gilt Futures contract, the Operator shall confirm the final list of Gilts that satisfy the Deliverable Bond Characteristics suitable for Delivery for the delivery month not less than 10 Business Days prior to the first Notice Day of the Delivery Month.
The first Notice Day for the March 2014 Delivery Month of the Long Gilt Futures Contract is 27th February 2014. The final list of Gilts acceptable for Delivery of the March 2014 Long Gilt Future are set out below:
| ISIN | Coupon | Maturity | Coupon Day |
Conversion Factor |
Initial Accrued Interest | Daily Accrued Interest |
| GB00B7Z53659 | 2.25 | 07-Sep-23 | 07-Sep | 0.8626202 | -43.508207* | 6.215470* |
| -42.798913** | 6.114130** | |||||
| GB0030880693 | 5.00 | 07-Mar-25 | 07-Sep | 1.0884048 | -96.685083* | 13.812155* |
| -95.108696** | 13.586957** | |||||
| * - Accrued Interest for delivery up to and including the Coupon Day | ||||||
| ** - Accrued Interest for delivery after the Coupon Day | ||||||
For further information in relation to this NASDAQ OMX NLX Market Notice, please contact:
Stuart Deel-Smith:
Tel: +44 (0) 207 065 8051
Email: stuart.deel-smith@nlx.co.uk
Vishal Mewasingh:
Tel: +44 (0) 207 065 8211
Email: vishal.mewasingh@nlx.co.uk
Maryna Syrovatka:
Tel: +44 (0) 207 065 8107
Email: Maryna.Syrovatka@nlx.co.uk
