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):
Swedis EMP EMP EMP EMP EMP EMP EMP EMP EMP EMP h Pre-O Call Conti Call End of Statis Day Post- Termin Electr Index pen Inter nuous Inter Tradi tics Order Trade ating onic Deriv action Tradi action ng s Index busin Marke atives ng clear futur ess t ed es day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ Type No Auctio Auto-m Auctio No No No Auto-m No No match n atch n match match match atch match match ing ing ing ing ing ing -------------------------------------------------------------------------------- ------ Order Delete Full Full Full None None None Full None None manag ement Future s -------------------------------------------------------------------------------- ------ Order Delete Delete Full None None None None Delete None None manag (long ement ) Option order s s -------------------------------------------------------------------------------- ------
Below are session schedules describing the changes for both normal and half day trading hours.
Normal trading hours: New schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 17:25 17:27: 17:28: 17:28: 17:29: 17:45: 18:00 / 8:55 9:00 17:25 - 30 - 10 40 00 00 OMXSB 17:28 Index :00 -------------------------------------------------------------------------------- ------
Normal trading hours: Current schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 17:25 17:26: 17:27: 17:27: 17:28: 17:45: 18:00 / 8:55 9:00 17:25 - 30 - 10 40 00 00 OMXSB 17:27 Index :00 -------------------------------------------------------------------------------- ------
Half day trading hours: New schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 12:55 12:57: 12:58: 12:58: 12:59: 13:15: 18:00 / 8:55 9:00 12:55 - 30 - 10 40 00 00 OMXSB 12:58 Index :00 -------------------------------------------------------------------------------- ------
Half day trading hours: Current schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 12:55 12:56: 12:57: 12:57: 12:58: 13:15: 18:00 / 8:55 9:00 12:55 - 30 - 10 40 00 00 OMXSB 12:57 Index :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
Attachment:
https://newsclient.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=528619
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):
Swedis EMP EMP EMP EMP EMP EMP EMP EMP EMP EMP h Pre-O Call Conti Call End of Statis Day Post- Termin Electr Index pen Inter nuous Inter Tradi tics Order Trade ating onic Deriv action Tradi action ng s Index busin Marke atives ng clear futur ess t ed es day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ Type No Auctio Auto-m Auctio No No No Auto-m No No match n atch n match match match atch match match ing ing ing ing ing ing -------------------------------------------------------------------------------- ------ Order Delete Full Full Full None None None Full None None manag ement Future s -------------------------------------------------------------------------------- ------ Order Delete Delete Full None None None None Delete None None manag (long ement ) Option order s s -------------------------------------------------------------------------------- ------
Below are session schedules describing the changes for both normal and half day trading hours.
Normal trading hours: New schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 17:25 17:27: 17:28: 17:28: 17:29: 17:45: 18:00 / 8:55 9:00 17:25 - 30 - 10 40 00 00 OMXSB 17:28 Index :00 -------------------------------------------------------------------------------- ------
Normal trading hours: Current schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 17:25 17:26: 17:27: 17:27: 17:28: 17:45: 18:00 / 8:55 9:00 17:25 - 30 - 10 40 00 00 OMXSB 17:27 Index :00 -------------------------------------------------------------------------------- ------
Half day trading hours: New schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 12:55 12:57: 12:58: 12:58: 12:59: 13:15: 18:00 / 8:55 9:00 12:55 - 30 - 10 40 00 00 OMXSB 12:58 Index :00 -------------------------------------------------------------------------------- ------
Half day trading hours: Current schedule:
Pre-Op Call Contin Call End of Statis Day Post-T Termin Electr en Inter uous Inter Tradi tics Order rade ating onic action Tradi action ng s busin Marke ng clear ess t ed day Place
Close
d -------------------------------------------------------------------------------- ------ Genium PREOP CLIN OPEN CLIN EOTRD STATS CLEAR POSTR TRMBD EMPC INET sessi on state -------------------------------------------------------------------------------- ------ OMXS30 8:30 - 8:55 - 9:00 - 12:55 12:56: 12:57: 12:57: 12:58: 13:15: 18:00 / 8:55 9:00 12:55 - 30 - 10 40 00 00 OMXSB 12:57 Index :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
Attachment:
https://newsclient.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=528619