LONDON, 2014-05-15 19:11 CEST (GLOBE NEWSWIRE) --
Issue Date: 15 May 2014
Effective Date: 15 May 2014
NASDAQ OMX NLX - Notice of Final List of Deliverable Gilts for the June 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 June 2014 delivery month.
Final Delivery Basket – June 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 June 2014 Delivery Month of the Long Gilt Futures Contract is 29th May 2014. The final list of Gilts acceptable for Delivery set of the June 2014 Long Gilt Future is detailed below:
| ISIN | COUPON | MATURITY | COUPON DAY | CONVERSION FACTOR | INITIAL ACCRUED INTEREST | DAILY ACCRUED INTEREST |
| GB00B7Z53659 | 2.25 | 07-Sep-23 | 07-Sep | 0.8655782 | 519.701087 | 6.114130 |
| GB00BHBFH458 | 2.75 | 07-Sep-24 | 07-Sep | 0.8955672 | 597.826087 | 7.472826 |
| GB0030880693 | 5.00 | 07-Mar-25 | 07-Sep | 1. 0867250 | 1154. 891304 | 13. 586957 |
For further information in relation to this NASDAQ OMX NLX Notice, please contact:
Stuart Deel-Smith:
Tel: +44 (0) 203 753 2106
Email: Stuart.Deel-Smith@nlx.co.uk
Vishal Mewasingh:
Tel: +44 (0) 203 753 2125
Email: Vishal.Mewasingh@nlx. co.uk
Maryna Syrovatka:
Tel: +44 (0) 203 753 2127
Email: Maryna.Syrovatka@nlx.co.uk
