As of November 8, 2010, the tick size table for all OMXS30 Future Swap
combination order books (a.k.a. the “futures roll” or “futures time spread”)
will be updated in the Genium INET Production system by lowering the Tick size
from 0,25 to 0,05.
CDB reference - Combination Class
Exchange Market Combo Group Underlying
SE SEI TSU OMXS30
OMnet API reference - Instrument Class
Country Market Instrument Group Underlying
1 1 125 954
The change is applied to the Genium INET External Test System 3 as of Thursday
October 21, 2010 and to the Genium INET External Test System 1 as of Monday
October 25, 2010.
Please note that the tick size in the single futures order books remain at
0,25. In order to allow a 0,05 tick-size in the roll although there is a 0,25
tick-size in the two separate futures OMXS30 will have a special functionality.
The bait orders will be rounded off to the nearest worse tick-size and when an
aggressive order hits a bait order the trade will take place at the actual
price. I.e. baits will be generated at the actual price but will only be shown
in the order book according to the tick-size table for the future and it is
possible that the incoming order will be matched at a better price than what is
visible in the order book.
For further information on this IT notice,
please contact Joakim Fernlund or Mikael Siewertz.
Joakim Fernlund
Joakim.Fernlund@nasdaqomx.com
Telephone +46 8 405 7328
Mikael Siewertz
Mikael.Siewertz@nasdaqomx.com
Telephone +46 8 405 6634
Best regards,
NASDAQ OMX Nordic
