Dear Customer,
This is a kind reminder of the changes in GCF taking place on Monday, January 18 2016.
Morning Cash Flows for Danish Bonds
Nasdaq will start calculating synthetic cash flows in the morning for Danish Bonds instead of end-of-day. For new listed Bonds this means that you will get cash flow for the bond in the morning on the listing date and no end-of-day cash flows.
Yield calculation for Danish Bonds
The yield calculations for Danish Bonds will from January 18, 2016 only be based on the average trading price for the specific date the calculation is done. Today the calculations are based on the average trading price or the latest bid price.
Previous IT- Notice about the chan ge: 2016-01-08 If you have any questions please contact: dataproducts@nasdaq.com