#26 NOVEMBER 11, 2013

Transcription

1 NASDAQ OMX GLOBAL DATA PRODUCTS NORDIC NEWSLETTER #26 NOVEMBER 11, 2013 NOTICE DYNAMIC REFERENCE DATA FIELDS FOR WARRANTS WITH INSTRUMENT SUBTYPE CLASSIFICATION MINI FUTURE PAGE 5 HIGHLIGHT NASDAQ OMX TO INCLUDE 21 NEW COMMODITY INDEXES IN GCF PAGE 3-1 -

2 CONTENT Page NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE Index NASDAQ OMX to include 21 new commodity indexes in GCF 3 NASDAQ OMX to terminate dissemination of four custom made indexes 4 Equity and related Dynamic reference data fields for Warrants with instrument subtype classification Mini Future 5 inav Reporting for Actively-Managed Funds via new message FundData 6 Commodities REMINDER: Extension of Electricity Certificates Product Suite 6 MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITY Genium Consolidated Feed (GCF) Next release for Genium Consolidated Feed with TIP on November 25 7 Updates to Errata document for next version of Genium Consolidated Feed TIP Change of timing for generation of OrderbookSummary Message 7 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 Index NASDAQ OMX to include 21 new commodity indexes in GCF From November 14, 2013, NASDAQ OMX will begin disseminating SEB commodity indexes via Genium Consolidated Feed (GCF). The indexes are since before available through GIDS. The SEB Commodity Index Series is a family of indices that measures the return of a long-only commodity futures position that is rolled on a regular basis. The indexes will be included in the Nordic Equity and index products. Index weights and components will not be available. Code Name Source ID GCF ID Source system SEBCALUM SEB Aluminum Index ICS_INDEX2 (ICS ID:7) SEBCOIL SEB Brent Crude Oil Index ICS_INDEX2 (ICS ID:7) SEBCIER SEB Commodity Index ER ICS_INDEX2 (ICS ID:7) SEBCITR SEB Commodity Index TR ICS_INDEX2 (ICS ID:7) SEBCCOFF SEB Coffee Index ICS_INDEX2 (ICS ID:7) SEBCCOPP SEB Copper Index ICS_INDEX2 (ICS ID:7) SEBCCORN SEB Corn Index ICS_INDEX2 (ICS ID:7) SEBCCOTT SEB Cotton Index ICS_INDEX2 (ICS ID:7) SEBCEPOW SEB European Power Index ICS_INDEX2 (ICS ID:7) SEBCGASO SEB Gasoil Index ICS_INDEX2 (ICS ID:7) SEBCGASL SEB Gasoline Index ICS_INDEX2 (ICS ID:7) SEBCGOLD SEB Gold Index ICS_INDEX2 (ICS ID:7) SEBCWHEA SEB Milling Wheat Index ICS_INDEX2 (ICS ID:7) SEBCNICK SEB Nickel Index ICS_INDEX2 (ICS ID:7) SEBCNPOW SEB Nordic Power Index ICS_INDEX2 (ICS ID:7) SEBCRAPS SEB Rapeseed Idnex ICS_INDEX2 (ICS ID:7) SEBCRICE SEB Rough Rice Index ICS_INDEX2 (ICS ID:7) SEBCSILV SEB Silver Index ICS_INDEX2 (ICS ID:7) SEBCSOYB SEB Soybean Index ICS_INDEX2 (ICS ID:7) SEBCSUGA SEB Sugar Index ICS_INDEX2 (ICS ID:7) SEBCZINC SEB Zinc Index ICS_INDEX2 (ICS ID:7) - 3 -

4 NASDAQ OMX to terminate dissemination of four custom made indexes On November 25, 2013 N ASDAQ OMX will terminate the dissemination of four custom made indexes on Genium Consolidated Feed (GCF), upon the client s request. The last day of distribution will be on Friday, November 22, Code Name Source ID GCF ID Source system KPAOMXS60 KPA OMXS ICS (ID:5) FMOMXS60CAP Folksam OMXS60 Cap ICS (ID:5) FMOMXS60XB Folksam OMXS60 ex Banks ICS (ID:5) FMOMXS60 Folksam OMXS ICS (ID:5) - 4 -

5 Equity and related Dynamic reference data fields for Warrants with instrument subtype classification Mini Future As of November 25, 2013, NASDAQ OMX will enable the submission and dissemination of dynamic reference data for Warrants with Instrument Subtype classification Mini Futures. The functionality will be added as part of the TIP release and will include a new real-time message MiniFuture. The change will enable dynamic reference data for the following fields: LeverageRatio, LevelOfFunding (Financing Level) and BarrierFloor/BarrierCeiling (Stop Loss). These fields have previously only been available as basic data fields for Mini Futures. Any current values for static basic data fields for LeverageRatio, LevelOfFunding and BarrierFloor/BarrierCeiling for Mini Futures will be removed when issuers start to send dynamic updates for these fields. The dynamic values will be disseminated within the real-time message MiniFuture but will not update the equivalent BasicData fields. Issuers of Warrants with Instrument Subtype classification Mini Future will have the ability to update the dynamic values for these fields on a daily and intraday basis. Although functionality for the dynamic reference data for Mini Futures will be enabled on November 25, issuers will transition to providing this data according to their technical readiness. Hence, the message MiniFuture will start to be disseminated when the first issuer is enabled on the submission of dynamic data for these instruments. The changes relate to the following markets and messages. There are currently Mini Futures listed only on XSTO. Exchange / MIC Segment name Segment symbol Instrument subtype Source ID GCF ID XCSE OMX CPH Warrants DKWA WAR Mini Futures XHEL OMX HEL Covered Warrants FIEQ WAR Mini Futures XSTO OMX STO Warrants SEEQ WAR Mini Futures 4 21 Messages affected Message Type Message Comments Basic Data Message BasicDataDerivative Any existing values for BarrierFloor, BarrierCeiling, LeverageRatio, LevelOfFunding will be removed for Warrants with instrument subtype MiniFuture as and when issuers start to send in equivalent dynamic values via real time data message Real Time Data Message MiniFuture New message - 5 -

6 inav Reporting for Actively-Managed Funds via new message FundData From November 25, 2013 onwards, indicative Net Asset Value (inav) for Actively-Managed Funds within the NASDAQ OMX Stockholm and NASDAQ OMX Helsinki markets will be disseminated via the new Fund- Data message, replacing the AfeedReportingOfUnitTrust message. The intraday indicative Net Asset Value (inav) updates will be contained within the NAV field of this new message. The ReportType field will be used to identify whether the value is an inav or an official NAV, with ReportType 4 used for inav updates. Starting from November 25, 2013, also the reporting of a new field Assets under Management (AUM) will be enabled. Additionally, existing field NumberOfCertificates will become available for reporting of Actively-Managed Funds. Time and datestamp are collected from the issuers and are disseminated indicating when the inav update is from, rather than this being given a system generated timestamp. The legal requirement for the issuers of Actively-Managed Funds to provide updates for the data remains unchanged and stipulates a minimum of three daily inav updates at set intervals. Markets Exchange / MIC Segment name Segment symbol Currency Source ID GCF ID XHEL OMX HEL Actively-Managed Funds FIEQ AMF EUR XSTO OMX STO Actively-Managed Funds SEEQ AMF SEK Messages affected Message Type Message Comments Basic Data Message BasicDataFund Message name changed from BasicDataETF to BasicDataFund Real Time Data Message FundData New message replacing AfeedReportingOfUnitTrust Commodities REMINDER: Extension of Electricity Certificates Product Suite As previous announced in Newsletter #24, NASDAQ OMX will extend the product suite of Swedish and Norwegian Electricity Certificates from De cember 2, The new SEK Electricity Certificates will be on a new market called Swedish Electricity Certificates and new EUR Electricity Certificates will be on a new market called Euro Electricity Certificates when introduced. Existing Electricity Certificates will be moved from the Carbon Market to the Euro Electricity Certificates market December 16, The new instruments are available in GCF test environment 2 (GCF2)

7 MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITY Genium Consolidated Feed (GCF) Next release for Genium Consolidated Feed with TIP on November 25 Launch schedule weekend upgrade to Genium Consolidated Feed on November 25, 2013 Friday November 22 Genium Consolidated Feed with TIP version will close down as normally and the upgrade of the production system to version will start. Saturday November 23 and Sunday November 24 GCF is closed and will not be available. Monday November 25 GCF will be ready for basic data load at 06:30 CET. A full basic data load on Monday morning is recommended. Updates to Errata document for next version of Genium Consolidated Feed TIP The next release of Genium Consolidated Feed version will be in Genium Consolidated Feed Production environment November 25, An update has been made to the TIP Errata document related to a change to TIP-message Basic- DataDerivative. In this message two new values will be added to the field ExerciseType; AsianCall and AsianPut. Products with this Exercise type will be introduced in Q1 2014, more information will follow. The updated Errata document is available on Genium Consolidated feed web page: Change of timing for generation of OrderbookSummary Message From November 25, 2013 generation of OrderbookSummary can be up to 15 minutes later for equity, index and fixed income derivatives then today. This change will be made to secure better data quality for the Open Interest information. This change will also affect the generation of the End of Day files from FDS

8 System environments Genium Consolidated Feed production environment Source Systems TIP version Equities and related Fixed Income Derivatives/Commodities Index INET Genium INET Genium INET ICS (ITCH version: 1.86) 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: 1.90) GCF INET Production (ITCH version: 1.86) GCF INET OTF/test (ITCH version: 1.90) Genium INET test 4 Genium INET test 1 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 -

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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