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NASDAQ OMX GLOBAL DATA PRODUCTS NORDIC NEWSLETTER
HIGHLIGHTREMINDER: NASDAQ OMX RIGA WILL CHANGE ITS CURRENCY ON TRADED FINANCIAL INSTRUMENTS FROM LATS INTO EURO
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#29 DECEMBER 3, 2013
NOTICEINAV REPORTING FOR ACTIVELY-MANAGED FUNDS VIA NEW TIP MESSAGE “FUNDDATA”
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CONTENT Page
NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATEEquities
REMINDER: NASDAQ OMX Riga will change its currency on traded financial instruments from Lats into Euro 3
The Scheduled Intraday Auction, launch postponed from December 2, 2013, will be implemented from and
including December 9, 2013. 5
iNAV Reporting for Actively-Managed Funds via new TIP message “FundData” 5
MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITYINET ITCH
INET OTF – Disturbance testing in OTF, December 11, 13:00 - 17:00 CET 6
System environments
Genium Consolidated Feed production environment 7
Genium Consolidated Feed test environments 7
Genium Consolidated Feed Connectivity
GLOBAL DATA PRODUCTSNASDAQ OMX Nordic Market Data news subscription
Nordic subscription service for Market Data 9
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NASDAQ OMX NORDIC AND BALTIC MARKETS UPDATE
Equities
REMINDER: NASDAQ OMX Riga will change its currency on traded financial instruments from Lats into EuroIn relation to the changeover to Euro as of January 1, 2014 in Latvia, as of January 2, 2014 NASDAQ OMX
Riga will change currency to Euro (EUR) on all its traded financial instruments in Lats (LVL).
The following data in INET Nordic trading system will be affected by this change:• Market segments are OMX RSE Equities (Seq-ID:67), OMX RSE Funds Automatch (Seq-ID:162) and First
North Riga (Seq-ID:83)
• The current total list of order books to change currency from LVL to EUR:
ID Name ID Name ID Name ID Name
24421 BAL1R 39596 LJM1R 24405 RKB1R 39620 ZOV1R
39582 BRV1R 24411 LME1R 39611 RRR1R 56524 BAMBINFRA
24402 DPK1R 39600 LOK1R 25219 SAF1R 56515 SUFLARFRA
39583 FRM1R 24433 LSC1R 39613 SCM1R 96124 BTE1R
24415 GRD1R 39602 LTT1R 39614 SMA1R
39584 GRZ1R 39603 NKA1R 39617 TKB1R
24426 GZE1R 24409 OLF1R 39618 TMA1R
39585 KA11R 39607 RAR1R 39619 VEF1R
39586 KCM1R 39608 RER1R 24422 VNF1R
39595 LAP1R 39609 RJR1R 24408 VSS1R
Change procedure and consequences• The last trading day in 2013 is Dec ember 27. Good-Till-Cancel (GTC) orders will be deleted after clos-
ing on Friday Dec 27, 2013. You have to consider reentering these orders again on Thursday January 2,
2014.
• Trade Reporting Deferred Publication (TRDP): on Friday December 27, 2013 will not be allowed to
submit trades to be published on next day. If such TRDP trades are found they will be deleted on Friday
December 27, 2013 after closing.
• As-Of Reporting: on January 2 , 2014 will not be allowed to submit trades with a trade date prior to
Jan 2, 2014
•The reference data related to the introduction of Euro will be available in GCF from December 31, 2013.
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Settlement cycle and conditions applied till December 31, 2013 • The last trading day in 2013 is December 27th, 2013. December 30, 2013 is a trading holiday, but will
be a part of settlement cycle for concluded or reported trades.
• For trades concluded or reported on the Exchange with shares, corporate bonds and fund units in lats settlement date during year 2013 cannot be later than December 30, 2013. The following default settle-
ment period for trades concluded (automatically matched) or reported standard manual trades from
December 19, 2013 will be applied:
• for trades concluded/reported on December 19, 2013 - settlement period T+3 (settlement date De-
cember 30, 2013).
• for trades concluded/reported on December 20, 2013 - settlement period T+2 (settlement date De-
cember 30, 2013).
• for trades concluded/reported on December 27, 2013 - settlement period T+1 (settlement date De-
cember 30, 2013).
• For trades concluded or reported on the Exchange with Latvian government securities the settlement
date for trades concluded or reported during year 2013 cannot be later than December 18, 2013. The
following default settlement period for trades concluded (automatically matched) or reported standard
manual trades from December 13, 2013 will be applied:
• for trades concluded/reported on December 13, 2013 - settlement period T+3 (settlement date De-
cember 18, 2013).
• for trades concluded/reported on December 16, 2013 - settlement period T+2 (settlement date De-
cember 18, 2013).
• for trades concluded/reported on December 17, 2013 - settlement period T+1 (settlement date De-
cember 18, 2013).
• for trades concluded/reported on December 18, 2013 - settlement period T+0 (settlement date De-
cember 18, 2013).
• On December 18, 2013 trading (order entry and trade reporting) with Latvian government securities
will take place till 14:00 EET.
Ordinary Trading on NASDAQ OMX Riga will resume on January 2, 2014.
Additional information for issuers, investors, business partners and members about the upcoming
changes at NASDAQ OMX Riga and the Latvian Central Depository regarding changeover to euro is avail-
able on the Questions & Answers section:
http://www.nasdaqomxbaltic.com/en/news/about-changeover-to-euro/
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The Scheduled Intraday Auction, launch postponed from December 2, 2013, will be implemented from and including December 9, 2013.
Shares comprised by the auction are:
• Denmark: Mid Cap shares that are not CCP cleared, Small Cap shares, and First North.
• Finland: Mid Cap shares, Small Cap shares, and First North.
• Sweden: Small Cap Shares.
For an updated list stating the individual shares, please see an IT Notice that will be published Decem-
ber 4, 2013.
Dynamic reference data fields for Warrants with instrument subtype clas-sification “Mini Future”The Mini Futures functionality described in Global Data Products Nordic Newsletter 2013-26 will be
launched on December 9, 2013. The functionality remains unchanged from what has previously been
communicated in Newsletter #26.
As a summary, this will be added as part of the TIP release 2.4.7.0 and will include a new real-time mes-
sage “MiniFuture”. The change will enable “dynamic” reference data for the following fields:
LeverageRatio, LevelOfFunding (Financing Level) and BarrierFloor/BarrierCeiling (Stop Loss). The dy-
namic values will be disseminated within the real-time message “MiniFuture” but will not update the
equivalent BasicData fields.
Issuers will transition to providing this data according to their technical readiness. Hence, the mes-
sage “MiniFuture” will start to be disseminated when the first issuer is enabled on the submission of
dynamic data for these instruments.
iNAV Reporting for Actively-Managed Funds via new TIP message “Fund-Data”iNAV Reporting functionality described in Global Data Products Nordic Newsletter 2013-26 will be
launched on December 9, 2013. The functionality remains unchanged from what has previously been
communicated in Newsletter #26.
As a summary, the 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 “FundData” message, re-
placing the “AfeedReportingOfUnitTrust” message. The ReportType field will be used to identify whether
the value is an iNAV or an official NAV. Additionally, fields “AUM” and “NumberOfCertificates” will become
available for reporting of Actively-Managed Funds.
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INET OTF – Disturbance testing in OTF, December 11, 13:00 - 17:00 CETNASDAQ OMX will perform internal failover and recovery tests in INET Nordic Test Environment (OTF) on
Wednesday December 11 between 13:00-17:00 CET.
The system will still be open for testing by customers, but please be aware that there will be outages
and market halts in the system due to the testing.
INET ITCH
MARKET DATA SYSTEMS TECHNICAL FUNCTIONALITY
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System environments
GCF- Environment
Source Systems
TIP Equities and related Fixed Income/ Derivatives/ Commodities
Index
GCF1 2.4.5 • INET Production (ITCH version:
1.86)
• Genium INET Production • ICS - prod.-like data
• ICS_INDEX - prod.-like data
• ICS_INDEX2 - prod.-like data
• ICS_FI - prod-like data
GCF2 2.4.7 • INET OTF/test (ITCH version:
1.90)
• Genium INET test 4 • ICS - test systems
GCF3 2.4.7 • INET Production
(ITCH version: 1.86)
• Genium INET test 1 • ICS - prod.-like data
• ICS_INDEX - prod.-like data
• ICS_INDEX2 - prod.-like data
• ICS_FI - prod-like data
GCF4 2.4.7 • INET OTF/test (ITCH version:
1.90)
• Genium INET test 3 • 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.
Genium Consolidated Feed test environments
Genium Consolidated Feed production environment
Source Systems
TIP version Equities and related Fixed Income Derivatives/Commodities Index
2.4.5 • INET
(ITCH version: 1.86)
• Genium INET • Genium INET • ICS
• ICS_INDEX
• ICS_INDEX2
• ICS_FI
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Genium Consolidated Feed Connectivity
SITE A - IP & Port SITE B - IP & Port
IP Address DDS Port IP Address DDS Port
GCF Production 192.176.3.132 29900 192.176.3.164 29900
GCF Prod. history 192.176.3.132 29909 192.176.3.164 29909
GCF1 192.176.3.133 29000 192.176.3.165 29000
GCF2 192.176.3.133 29100 192.176.3.165 29100
GCF3 192.176.3.165 29200 N/A (single site)
GCF4 192.176.3.133 29300 N/A (single site)
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Nordic subscription service for Market DataThe 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 InformationInformation about Nordic and Baltic Market Data products and product setup
• Global Data Products - Nordic NewsletterConsolidated Nordic and Baltic market data news
• IT Information - Market DataTechnical information regarding market data systems.
• System DisturbancesInformation 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:
http://www.nasdaqomxnordic.com/News/marketnotices/Subscribe
Global Data Products Nordic Weekly Newsletters are also available here:
http://nordic.nasdaqomxtrader.com/marketdata/news/
NASDAQ OMX Nordic Market Data news subscription
GLOBAL DATA PRODUCTS
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For more information from NASDAQ OMX Global Data Products, please visit:
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Information on Products+45 33 93 33 66
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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 compa-
nies 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 www.nasdaqomx.com. Follow us on Facebook
(http://www.facebook.com/NASDAQ) and Twitter (http://www.twitter.com/nasdaqomx). (Symbol: NDAQ and member of S&P 500)
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