IT – INET Production – Changes due to the market cap

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News Desk 2018
IT – INET Production – Changes due to the market cap segment review effective January 4, 2016 (75/15)

Due to the recent annual review of Nasdaq Nordic market cap segments there will be changes for a number of order books as of Monday, January 4, 2016.

The changes relate to whether an order book has CCP clearing, uses FESE2 tick size table, has voluntary post-trade anonymity, whether it will be included or excluded from the scheduled intraday auction, and whether it will be included or excluded from routing. As a result of these changes, some order books will be transferred from one market segment to another.

An Excel document containing all changes is enclosed to this notice.

Order books that are transferred to CCP clearing

Note that trades executed in order books that will be transferred from gross settlement (bilateral settlement) to CCP clearing will be cleared by EuroCCP and LCH from and including January 4, 2016.

Name change of market segment “OMX STO Equities”

Please note that the INET Nordic market segment “OMX STO Equities”, (ID 25; sequent number 2) which is currently without any order books will be taken into active use and re-named to ”STO Equities intraday cross CCP”.  Order books BACTI B and SWOL B will be transferred to this segment.

INET Nordic production change procedure and consequences

The changes will take effect in INET Nordic production and GCF reference data as of Monday, January 4, 2016.

Due to change in post-trade model, or change in tick size table, or market segment transfer, all order books in Table 1 below will be flushed during the post trading session on Wednesday, December 30, 2015.

Good-Till-Cancel (GTC) orders will be deleted, and participants must consider re-entering these orders on Monday, January 4, 2016. 

Trades in these instruments where trade publication is deferred until end of trading day or later, will be published on Wednesday December 30, 2015 before 18:00 CET. 

Table 1

MIC Long name ISIN Symbol Order book ID
XCSE Brdr.Hartmann DK0010256197 HART 3352
XCSE DFDS DK0060655629 DFDS 3308
XCSE Højgaard Holding A DK0010255892 HOEJ A 3359
XCSE Højgaard Holding B DK0010255975 HOEJ B 3360
XCSE SimCorp DK0060495240 SIM 4806
XCSE Vestjysk Bank DK0010304500 VJBA 3271
XCSE Össur IS0000000040 OSSR 68620
XHEL Metsä Board A FI0009000640 METSA 24306
XHEL Metsä Board B FI0009000665 METSB 24307
XSTO Bactiguard Holding SE0005878741 BACTI B 101601
XSTO Besqab SE0005991411 BESQ 101207
XSTO Bulten SE0003849223 BULTEN 82239
XSTO Eniro pref SE0004633956 ENRO PREF 88768
XSTO Fingerprint Cards B SE0000422107 FING B 4870
XSTO Invisio Communications SE0001200015 IVSO 34597
XSTO Klövern A SE0006593901 KLOV A 19459
XSTO Klövern B SE0006593919 KLOV B 104594
XSTO Klövern pref SE0006593927 KLOV PREF 86345
XSTO NetEnt B SE0007074828 NET B 62494
XSTO RaySearch Laboratories B SE0000135485 RAY B 1063
XSTO Sensys Gatso Group SE0000567729 SENS 12241
XSTO SWECO A SE0000489080 SWEC A 1061
XSTO SWECO B SE0000489098 SWEC B 1062
XSTO Swedol B SE0001733841 SWOL B 55913
XSTO Traction  B SE0000391716 TRAC B 4963
XSTO Unibet Group SE0001835588 UNIB SDB 36950
XSTO Wihlborgs Fastigheter SE0001413600 WIHL 29759

INET Nordic Market Model

The above changes will be in line with the Nasdaq Nordic market model and, therefore, there will be no changes to the Market Model.

Questions and feedback

If you have any questions regarding this Exchange Notice, please contact Cash Equity Operations at: +46 8 405 6410, operator@nasdaq.com.

Best regards Nasdaq Nordic and Nasdaq Baltic

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