As previously announced in exchange notice 22/20, Nasdaq Derivatives Markets plans to change the matching method for OMXS30 index options from current price/time priority, to a price/pro-rata allocation method. This notice is to inform members that a tentative go-live date for the upcoming change in production has been set to 21 September 2020. As of the go-live date, the price/pro-rata allocation method will be used for both regular and weekly OMXS30 index options and their related tailor-made combinations. During the month of August 2020, members will receive notice of the proposed amendments to the Exchange Rules of Nasdaq Derivatives Markets related to this change. Additionally at this time, a draft of the upcoming version of the Genium INET Market Model document will be made available to members and ISVs. The planned change has been available to members and ISVs for testing in External Test Systems 3 and 1 as of 14 and 19 May 2020, respectively. A functional description of the price/pro-rata allocation method is available at the following link: https://www.nasdaq.com/solutions/genium-inet-pro-rata-matching For contact information, please see the attached file. Attachment: https://cns.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=781070
© 2020 GlobeNewswire
