As of February 17, 2014, NASDAQ OMX Derivatives Markets will start publishing revised open interest figures for stock index futures. The revised open interest will be published daily at 13:00 CET. In connection to the introduction of revised open interest, a late netting fee will be introduced. The fee will be charged for position closing adjustments which do not take place before the stipulated deadline, 12:00 CET on the day after trade (‘T+1’). Please find the fee levels in the attached file.
The changes are done in order to improve the relevance and accuracy of published open interest figures, this is especially of importance during expiration weeks. For further information concerning this exchange notice please contact Joakim Fernlund or Richard Pafford, telephone +46 8 405 60 00.