#12 NASDAQ OMX GLOBAL DATA PRODUCTS NORDIC NEWSLETTER NOTICE HIGHLIGHT NEW PRODUCTS ON THE COMMODITIES MARKET

Transcription

1 NASDAQ OMX GLOBAL DATA PRODUCTS NORDIC NEWSLETTER #12 MAY 6, 2013 NOTICE NEW PRODUCTS ON THE COMMODITIES MARKET PAGE 4 HIGHLIGHT NASDAQ OMX TO DISSEMINATE OMX LARGE CAP INDEXES ON NORDIC MARKETS PAGE 5-1 -

2 CONTENT Page NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE INET Nordic Changes to trading hours in Norwegian shares and ETFs as of May 6 3 Commodities New products on the Commodities Market 4 Index NASDAQ OMX to disseminate OMX Large cap indexes on Nordic markets 5 NASDAQ OMX to disseminate OMX Copenhagen 20 Dividend Point Index (OMXC20CAPDVP). 5 NASDAQ OMX to change name and ISIN on KFMX-indexes 6 NASDAQ OMX to disseminate OMX Stockholm All Share Cap PI (OMXSCAPPI) 6 PRODUCTS AND POLICIES Nordic Equity data REMINDER: NASDAQ OMX Nordic Equity Non-Display Fee Adjustments Effective since March 1, System environments Genium Consolidated Feed production environment 8 Genium Consolidated Feed test environments 8 Genium Consolidated Feed Connectivity GLOBAL DATA PRODUCTS NASDAQ OMX Nordic Market Data news subscription Nordic subscription service for Market Data

3 NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE INET Nordic Changes to trading hours in Norwegian shares and ETFs as of May 6 As previously communicated in IT-Notice (31/13) NASDAQ OMX Nordic will shorten Continuous Trading hours in Norwegian shares and ETFs as of May 6, Continuous trading will end in Norwegian shares at 16:30 CET (currently 17:30 CET) and in Norwegian ETFs at 16:20 CET (currently 17:25 CET). As a consequence, INET Nordic Trading Schedule Equities NOK (id 17) used for Norwegian shares will be amended accordingly and a new Fund Units NOK (id 18) Trading Schedule will be created for Norwegian ETFs. Trading sessions (CET) for Norwegian shares and ETFs as of May 6, 2013: Market Segment/ seq. no OMX STO Equities NOK / 180 and OMX STO Fund units NOK / 185 First North NOK / 195 Trading Schedule / id Equities NOK / 17 Fund Units NOK / 18 Pre-open n/a 8:00 CET Uncross n/a 9:00:30 CET Continuous Trading 9:00-16:30 CET - full day (9:00 13:10 CET -half day) 9:00:30 16:20 CET - full day (9:00:30 13:00 CET - half day) Post Trade 16:30 18:00 CET (13:10 13:30 CET - half day) 16:20 18:00 CET (13:00-13:30 CET - half day) - 3 -

4 Commodities New products on the Commodities Market As previous announced in Newsletter #8, March 13, 2013 the following new products will be intro duced on the commodities market from May 6, Swedish and Norwegian Electricity Certificate Swedish and Norwegian Electricity Certificates will be listed for trading and clearing. The instruments will be Euro denominated covering daily spot contracts and 5 yearly forward contracts with March ex piry. European Union Aviation Allowances (EUAA) future contracts Up to four quarterly contracts will be listed (March, June, September and December) for the two nearest years, in addition December contract expiries up to The new contracts will have exactly the same technical setup as to delivery and settlement procedures as the existing European Union Allowances (EUA) and Certified Emission Reductions (CER) future contracts. The nearest EUAA future contract listed will be with expiry in September

5 Index NASDAQ OMX to disseminate OMX Large cap indexes on Nordic markets On May 21, 2013 NASDAQ OMX will begin disseminating indexes covering Large Cap segment on the Nordic market. All of the OMX Large Cap indexes have a base date as of September 29, 2006 and a base value of 100. The index value will be disseminated every 60 seconds over the GCF and GIDS feeds. Weight reports will be available on FDS and Global Index Weights (GIW). The index will be added to existing Nordic Equity products. Code Name Source ID GCF ID ISIN Source OMXSLCGI OMX_Stockholm_Large_Cap_GI SE ICS (ID:5) OMXSLCPI OMX_Stockholm_Large_Cap_ PI SE ICS (ID:5) OMXCLCGI OMX_Copenhagen_Large_Cap_GI SE ICS (ID:5) OMXCLCPI OMX_Copenhagen_Large_Cap_PI SE ICS (ID:5) OMXHLCGI OMX_Helsinki_Large_Cap_GI SE ICS (ID:5) OMXHLCPI OMX_Helsinki_Large_Cap_PI SE ICS (ID:5) NASDAQ OMX to disseminate OMX Copenhagen 20 Dividend Point Index (OMXC20CAPDVP). On May 21, 2013 NASDAQ OMX will begin disseminating the OMXC20CAPDVP index. The OMX Copenhagen 20 Dividend Point Index is calculated as the running total of ordinary dividends paid by the constituents of the OMX Copenhagen 20 Index, expressed in index points. The index is reset to zero in December every year in connection with the derivatives expiration. Using the OMX Copenhagen 20 Dividend Point Index, investors can hedge/reach exposure to the dividend risk of the OMX Copenhagen 20 Index. OMXC20CAPDVP has a base date as of December 28, 2012 and a base value of 0. The index values are disseminated as an end of day index. Weight reports will be available on FDS and Global Index Watch (GIW) as well as GCF and FDS. The index will be added to existing Nordic Equity products. Code Name Source ID GCF ID ISIN Source OMXC20CAPDVP OMX Copenhagen 20 CAP Dividend Point Index DK ICS (ID:5) - 5 -

6 NASDAQ OMX to change name and ISIN on KFMX-indexes On May 13, 2013 NASDAQ OMX will perform changes to the KFMX indexes. Name change and Update on the Rules for the Construction and Maintenance of the KFMX Index The index rules for the KFMX Index have been revised based on the feedback from market participants. Modifications have been made and the following changes will be effective May 13, 2013: 1. Name Change KFMX to OMX Copenhagen ex OMX Copenhagen 20 (OMXCXC20) 2.Price algorithm change NEWNX to Last Paid After this change, the official closing price will be equal to the latest paid price regardless of closing best bid and ask prices. The updated rules will be made available on the effective date on Global Index Watch. The following indexes will have changes to index code and ISIN: Old code New code Name Source ID Old ISIN New ISIN Source KFMXGI OMXCXC20GI OMX Copenhagen Ex OMXC20 Index GI 487 DX DK ICS (ID:5) KFMXPI OMXCXC20PI OMX Copenhagen Ex OMXC20 Index PI 140 DX DK ICS (ID:5) NASDAQ OMX to disseminate OMX Stockholm All Share Cap PI (OMXSCAPPI) On May 21, 2013 NASDAQ OMX will begin disseminating the OMXSCAPPI index. The OMX Stockholm All Share Cap includes all the shares listed on OMX Stockholm exchange. The aim of the index is to reflect the current status and changes in the market. The weight limitation (capping) ensures that the index is compliant according to UCITS. The index is available as PI and GI. The base date for OMX Stockholm All Share Cap PI is December 29, 2006, with a base value of 100. The index values will be disseminated every 60 seconds. Weight reports will be available on FDS and Global Index Weights (GIW). The index will be added to existing Nordic Equity products. GCF ID will be presented when available. Code Name Source ID GCF ID ISIN Source OMXSCAPPI OMX Stockholm All share Cap PI 7007 TBD SE ICS (ID:5) - 6 -

7 PRODUCTS AND POLICIES Nordic Equity data REMINDER: NASDAQ OMX Nordic Equity Non-Display Fee Adjustments Effective since March 1, 2013 On March 1, 2013, NASDAQ OMX introduced the following product structure for Nordic Equity Non-Display data. Non-Display usage of Nordic Equity data will be categorized into different products based on the way in which the data is sourced and used. This is a summary of the new product structure: Service level Subscriber Fee (per month) Sponsored access / DMA trading - Indirect Access 1,000 Sponsored Access/ DMA trading Direct Access 2,500 Nordic Equity Non-Display Non-Trading Activities such as Calculation and Verification 500 Nordic Equity Non-display Trading with Manual Intervention Only - Nordic Level 1 - Direct or 1,000 2 Indirect access Nordic Equity Non-display Trading with Manual Intervention Only - Nordic Depth Data - Direct 2,000 1 or Indirect access Nordic Equity Non-display Trading, Order Routing and all other Non-Display Trading [Includes 2,000 Manual Intervention] - Nordic Level 1 Direct or Indirect Access Nordic Equity Non-display Trading, Order Routing and all other Non-Display Trading [Includes See separate table Manual Intervention] - Nordic Depth Data - Direct Access 1. 75% discount for members paying less than /month for NASDAQ OMX Nordic Equity data - Free for members paying more than /month for Nordic Equity data % discount for members paying less than /month for NASDAQ OMX Nordic Equity data - Free for members paying more than /month for Nordic Equity data. Nordic Equity Non-Display TotalView Direct Access - Automated Order and Pricing Market data Nordic Equity Display and Distributor Fees Subscriber Fee (per month) per month > 0 1. For NASDAQ OMX Nordic Equity Members with less than 0,5% total market share on the NASDAQ OMX Nordic main equity markets the fee is per month

8 System environments Genium Consolidated Feed production environment GCF Application version TIP version INET Source Systems Equities and related Fixed Income Derivatives/Commodities Index (ITCH version: 1.86) Genium INET Genium INET ICS ICS_INDEX ICS_INDEX2 ICS_FI Genium Consolidated Feed test environments GCF- Environment Source Systems TIP Equities and related Fixed Income/ Derivatives/ Commodities GCF INET Production (ITCH version: 1.86) Genium INET Production Index ICS - prod.-like data ICS_INDEX - prod.-like data ICS_INDEX2 - prod.-like data ICS_FI - prod-like data GCF INET OTF/test (ITCH version: 1.86) GCF INET Production (ITCH version: 1.86) GCF INET OTF/test (ITCH version: 1.86) Genium INET test 2 Genium INET Production with limited real-time flow Genium INET test 3 ICS - test systems ICS - prod.-like data ICS_INDEX - prod.-like data ICS_INDEX2 - prod.-like data ICS_FI - prod-like data ICS - test systems The GCF4 environment is available during weekends to provide data only from INET OTF During the service windows the GCF test systems may be inaccessible. Service window in GCF1 test system every Thursday between 00:00 and 12:00 CET. Service window in GCF2 test system every Wednesday between 00:00 and 12:00 CET. Service window in GCF3 test system every Tuesday between 00:00 and 12:00 CET. Service window in GCF4 test on request. Every first working day of the week we will publish an IT Notice if the service windows will be used

9 Genium Consolidated Feed Connectivity SITE A - IP & Port SITE B - IP & Port IP Address DDS Port IP Address DDS Port GCF Production GCF Prod. history GCF GCF GCF N/A (single site) GCF N/A (single site) - 9 -

10 GLOBAL DATA PRODUCTS NASDAQ OMX Nordic Market Data news subscription Nordic subscription service for Market Data The subscription service for NASDAQ OMX Nordic offers the possibility to subscribe for Nordic and Baltic Market Data information. To recieve this newsletter and other notifications, sign-up and select the market data information related to categories: Market Data and IT-information. Market Data - Product Information Information about Nordic and Baltic Market Data products and product setup Global Data Products - Nordic Weekly Newsletter Consolidated Nordic and Baltic market data news IT Information - Market Data Technical information regarding market data systems. System Disturbances Information about system disturbances on NASDAQ OMX Nordic and Baltic trading and market data systems. Subscription to Nordic Global Data Products Newsletter and Nordic market data information: Global Data Products Nordic Weekly Newsletters are also available here:

11 Contact Information For more information from NASDAQ OMX Global Data Products, please visit: Subscription to Nordic Global Data Products Newsletter and Nordic market data information: Real-Time Market Data Emergency Operator@nasdaqomx.com Information on Products DataSales@nasdaqomx.com Data Product Management and Data Feed Content Issues DataProducts@nasdaqomx.com About NASDAQ OMX Group The inventor of the electronic exchange, The NASDAQ OMX Group, Inc., fuels economies and provides transformative technologies for the entire lifecycle of a trade - from risk management to trade to surveillance to clearing. In the U.S. and Europe, we own and operate 26 markets including 3 clearinghouses and 5 central securities depositories supporting equities, options, fixed income, derivatives, commodities, futures and structured products. Able to process more than 1 million messages per second at sub-55 microsecond average speeds with 99.99% uptime, our technology drives more than 70 marketplaces in 50 developed and emerging countries into the future, powering 1 in 10 of the world s securities transactions. Our award-winning data products and worldwide indexes are the benchmarks in the financial industry. Home to approximately 3,300 listed companies worth $6 trillion in market cap whose innovations shape our world, we give the ideas of tomorrow access to capital today. Welcome to where the world takes a big leap forward, daily. Welcome to the NASDAQ OMX Century. To learn more, visit Follow us on Facebook ( and Twitter ( (Symbol: NDAQ and member of S&P 500) Copyright The NASDAQ OMX Group, Inc