Extension of the closing auction on Swedish Index futures as of September 28th
NASDAQ OMX Derivatives Markets will extend the closing auction for OMXS30 and OMXSB futures with one minute as of September 28th. This means that the post trade session in OMXS30 and OMXSB index futures will start one minute later, 17:29:00 (currently 17:28:00).
The OMXS30 and OMXSB index futures Order Book shifts directly into Call Interaction at the end of Continuous Trading and the Call Interaction will following the change last for at least 150 (currently 90) and at the most 180 (currently 120) seconds from the end of Continuous Trading. Call Interaction ends when the Uncross is carried out.
The change is available for member testing in external test systems 1and 3 as of today.
Order management, trade reporting and events during sessions will remain the same (see below):
Swedish Index Derivatives | EMP Pre-Open |
EMP Call Interaction |
EMP Continuous Trading |
EMP Call Interaction |
EMP End of Trading |
EMP Statistics |
EMP Day Orders cleared | EMP Post-Trade Index futures |
EMP Terminating business day |
EMP Electronic Market Place Closed |
Genium INET session state | PREOP | CLIN | OPEN | CLIN | EOTRD | STATS | CLEAR | POSTR | TRMBD | EMPC |
Type | No matching | Auction | Auto-match | Auction | No matching | No matching | No matching | Auto-match | No matching | No matching |
Order management Futures |
Delete | Full | Full | Full | None | None | None | Full | None | None |
Order management Options |
Delete | Delete | Full | None | None | None | None | Delete (long) orders | None | None |
Below are session schedules describing the changes for both normal and half day trading hours.
Normal trading hours: New schedule:
Pre-Open | Call Interaction | Continuous Trading | Call Interaction | End of Trading | Statistics | Day Orders cleared | Post-Trade | Terminating business day | Electronic Market Place Closed | |
Genium INET session state | PREOP | CLIN | OPEN | CLIN | EOTRD | STATS | CLEAR | POSTR | TRMBD | EMPC |
OMXS30/ OMXSB Index | 8:30 – 8:55 | 8:55 – 9:00 | 9:00 – 17:25 | 17:25 – | 17:27:30 – 17:28:00 | 17:28:10 | 17:28:40 | 17:29:00 | 17:45:00 | 18:00 |
Normal trading hours: Current schedule:
Pre-Open | Call Interaction | Continuous Trading | Call Interaction | End of Trading | Statistics | Day Orders cleared | Post-Trade | Terminating business day | Electronic Market Place Closed | |
Genium INET session state | PREOP | CLIN | OPEN | CLIN | EOTRD | STATS | CLEAR | POSTR | TRMBD | EMPC |
OMXS30/ OMXSB Index | 8:30 – 8:55 | 8:55 – 9:00 | 9:00 – 17:25 | 17:25 – | 17:26:30 – 17:27:00 | 17:27:10 | 17:27:40 | 17:28:00 | 17:45:00 | 18:00 |
Half day trading hours: New schedule:
Pre-Open | Call Interaction | Continuous Trading | Call Interaction | End of Trading | Statistics | Day Orders cleared | Post-Trade | Terminating business day | Electronic Market Place Closed | |
Genium INET session state | PREOP | CLIN | OPEN | CLIN | EOTRD | STATS | CLEAR | POSTR | TRMBD | EMPC |
OMXS30/ OMXSB Index | 8:30 – 8:55 | 8:55 – 9:00 | 9:00 – 12:55 | 12:55 – | 12:57:30 – 12:58:00 | 12:58:10 | 12:58:40 | 12:59:00 | 13:15:00 | 18:00 |
Half day trading hours: Current schedule:
Pre-Open | Call Interaction | Continuous Trading | Call Interaction | End of Trading | Statistics | Day Orders cleared | Post-Trade | Terminating business day | Electronic Market Place Closed | |
Genium INET session state | PREOP | CLIN | OPEN | CLIN | EOTRD | STATS | CLEAR | POSTR | TRMBD | EMPC |
OMXS30/ OMXSB Index | 8:30 – 8:55 | 8:55 – 9:00 | 9:00 – 12:55 | 12:55 – | 12:56:30 – 12:57:00 | 12:57:10 | 12:57:40 | 12:58:00 | 13:15:00 | 18:00 |
For further information concerning this exchange notice please contact your Nasdaq account manager, or Mikael Siewertz, mikael.siewertz@nasdaq.com or telephone +46 8 405 6334 or Stefan Grandlin, stefan.grandlin@nasdaq.com or telephone +46 8 405 7360.
NASDAQ OMX Derivatives Markets |
|
Mikael Siewertz | Stefan Grandlin |
Nordic Equity Derivatives | Trading Operations |