#12. May 14th 2012 HIGHLIGHT HIGHLIGHT. Global Data Products NORDIC WEEKLY NEWSLETTER. New market state will be introduced on the commodities market

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1 Global Data Products NORDIC WEEKLY NEWSLETTER HIGHLIGHT New market state will be introduced on the commodities market - page 5 May 14th 2012 #12 HIGHLIGHT NASDAQ OMX to disseminate OMX Stockholm 30 Weekly Expiration Index - page 3 NASDAQ OMX GLOBAL DATA PRODUCTS WEEKLY NEWSLETTER WITH BUSINESS AND TECHNICAL UPDATES - 1 -

2 CONTENT Page NASDAQ OMX Nordic & Baltic exchanges Index data NASDAQ OMX to disseminate OMX Stockholm 30 Weekly Expiration Index 3 NASDAQ OMX to terminate Remium Small Cap Index Sweden (RSX) 3 NASDAQ OMX changes index algorithm for the OMX GES Ethical Indexes 4 Market Data systems technical functionality Genium Consolidated Feed (GCF) Changes on the Genium INET commodities market 5 Next release of Genium Consolidated Feed with TIP Intra-day Hot-insert functionality for Fixed Income products 6 Release Schedule 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 9-2 -

3 NASDAQ OMX Nordic & Baltic exchanges Index data NASDAQ OMX to disseminate OMX Stockholm 30 Weekly Expiration Index On May 21st, 2012 NASDAQ OMX will begin disseminating OMXS30WEEKEXP. The index will be used to provide settlement values for index futures and is calculated and disseminated daily between CET 15:00 to 16:00. The daily calculation starts on the previous trading day s index closing value of the original OMXS30 index. OMXS30WEEKEXP has a base date as of September 30th, 1986 and a base value of 125. The index values will be disseminated every 1 second over the GCF feed The new index will be included in Genium Consolidated Feed (GCF) in Nordic Equity and index products. No index weights data will be available for this index. Code Name Source ID GCF ID ISIN Source OMXS30WEEKEXP OMX Stockholm 30 Weekly Expiration Index SE ICS (ID:5) NASDAQ OMX to terminate Remium Small Cap Index Sweden (RSX) On June 30th, 2012 NASDAQ OMX will terminate the Remium Small Cap Index Sweden. The last day of distribution will be on Friday, June 29th, Code Name Source ID GCF ID ISIN Source RSX Remium Small Cap Index Sweden SE ICS (ID:5) - 3 -

4 NASDAQ OMX changes index algorithm for the OMX GES Ethical Indexes On June 11th, 2012 NASDAQ OMX will change the index algorithm and use correction factor instead of adjustment amount when calculating the OMX GES Ethical Indexes. The same algorithm is currently used for calculating the OMX Stockholm 30 index. The reason for the change is to publish the new divisor in the morning report, before the market opens during a corporate action adjustment, a change requested by market participants. The result of the calculation will be unchanged, no new fields, columns or rows will be added or deleted to the reports. The information in the correction factor field will replace the adjustment amount information. About the OMX GES Ethical Indexes: OMX GES Ethical indexes have been constructed with the objective of creating indexes based on the market development of all companies listed in the four Nordic countries, Sweden, Norway, Finland and Denmark, with companies classified as unethical excluded. The index family consists of the main index OMXETHICALNC and four country specific indexes (OMXETHICALSE, OMXETHICALNO, OMXETHICALFI and OMXETHICALDK). Code Name Source ID GCF ID ISIN Source OMXETHICALNC OMX GES Ethical Nordic Index SE ICS_INDEX (ID:6) OMXETHICALSE OMX GES Ethical Sweden Index SE ICS (ID:5) OMXETHICALDK OMX GES Ethical Denmark Index SE ICS (ID:5) OMXETHICALFI OMX GES Ethical Finland Index SE ICS (ID:5) OMXETHICALNO OMX GES Ethical Norway Index SE ICS_INDEX (ID:6) - 4 -

5 Market Data systems technical functionality Genium Consolidated Feed (GCF) Changes on the Genium INET commodities market As announced in GDP Weekly Newsletter #10, 2012, a new market state will be introduced on the commodities market for the Nordic, German and Dutch power markets as shown in the below table. This is to replicate the changes which were introduced on the commodities market on April 23rd, The PRECL market state will have code value 7. Please see the GCF Errata document for more details: The New market state is currently available in all GCF test systems and will go into production on June 4th, Market PREOP OPEN PRECL CLOSE Nordic Power UK Power N/A UK Natural Gas N/A Dutch Power German Power European Union Allowance N/A Certified Emission Reduction N/A Next release of Genium Consolidated Feed with TIP The next version of Genium Consolidated Feed will be and draft version of the new TIP protocol is planned to be available by the end of August. The production date is preliminary set to mid November, Release date and test details will be announced together with the initial TIP specification

6 Intra-day Hot-insert functionality for Fixed Income products Intra-day is today used in the derivatives market for adding new instruments/series intra-day. The possibility for adding new Fixed Income instruments intra-day will now also be possible. The intention is to use intra-day inserts only for urgent or critical situation where trading or equivalent is affected. A few examples of where this would be useful: Add instrument /series; if there would be a situation where an issuing auction is about to commence and the series is missing, there is a need to be able to add this intra-day. Add turnover list population to an intra-day inserted instrument. Add access rights; if for example the access rights to the issuing auction or Electrobroker market is incorrect. Intra-day information for Fixed Income will be available in the normal basic data load the following morning. The intra-day functionality for the Fixed Income market will be introduced in the production system on June 4th, 2012 and are available in all GCF test systems. Daily test cases will be performed around CET in GCF

7 Release Schedule 2012 NOVEMBER date product/system Preliminary in November Genium Consolidated Feed TIP A preliminary target date for Genium Consolidated Feed is in November Affected systems: GCF, FDS - 7 -

8 System environments Genium Consolidated Feed production environment GCF Source Systems Application version TIP version Equities and related INET (ITCH version: 1.86) Fixed Income Derivatives/Commodities Index Genium INET Genium INET ICS ICS_INDEX ICS_INDEX2 ICS_FI Genium Consolidated Feed test environments GCF Environment Source Systems Ver. TIP Equities and related Fixed Income/ Derivatives/ Commodities GCF INET Production Genium INET Production (ITCH version: 1.86) GCF INET Production Genium INET test 1 (ITCH version: 1.86) GCF INET OTF/test (ITCH version: 1.86) Genium INET test 3 Index 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 Service window in GCF2 test system every Thursday between 00:00 and 12:00 CET. Service window in GCF3 test system every Wednesday between 00:00 and 12:00 CET. During the service windows the GCF test systems may be inaccessible. 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 N/A (single site) GCF N/A (single site) - 8 -

9 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:

10 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 The NASDAQ OMX Group, Inc. is the world s largest exchange company. It delivers trading, exchange technology and public company services across six continents, with over 3,700 listed companies. NASDAQ OMX Group offers multiple capital raising solutions to companies around the globe, including its U.S. listings market; NASDAQ OMX Nordic, NASDAQ OMX Baltic, including NASDAQ OMX First North; and the U.S. 144A sector. The company offers trading across multiple asset classes including equities, derivatives, debt, commodities, structured products and ETFs. NASDAQ OMX Group technology supports the operations of over 70 exchanges, clearing organizations and central securities depositories in more than 50 countries. NASDAQ OMX Nordic and NASDAQ OMX Baltic are not legal entities but describe the common offering from NASDAQ OMX Group exchanges in Helsinki, Copenhagen, Stockholm, Iceland, Tallinn, Riga, and Vilnius. For more information about NASDAQ OMX, Copyright The NASDAQ OMX Group, Inc