Derivatives: Genium INET 4.1.0215 Project Update - Key

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News Desk 2018
Derivatives: Genium INET 4.1.0215 Project Update - Key Information Document (94/16)

Introduction

The EU Regulation 1286/2014 on packaged retail and insurance-based investment products (PRIIPs), introduces key information documents (KID) for among others the Exchange Traded Derivatives. A KID gives key facts of the product to investors. Nasdaq will produce KIDs for instruments for which it will be considered to be the Manufacturer according to that regulation. That is expected to cover Nasdaq listed derivatives (ETDs) traded on Nasdaq Derivatives Markets. The Nasdaq KIDs will initially be provided in English, Swedish, Danish, Finnish and Norwegian. More languages will be made available if there is need for it. All Nasdaq KIDs for the ETDs will be available on Nasdaq FTP and webpages. The KID URLs will be distributed via OMnet API and the Genium Consolidated Feed TIP protocol. KID URL Information

Nasdaq issued product KIDs will be located on the following websites/FTP location in December. A more precise date will be communicated through an IT_Notice. Test files will be available on the below locations for testing purposes as of October 13 th , 2016 on EXT4 and as of October 18 th on EXT3

We expect URLs for individual PDF-documents to remain static.  In the unlikely event of any change to the URL, this will be communicated separately via IT notice. KID File Name Standard

The KID document filenames will have the following name standard setup for Equity Derivatives

Name Exchange Asset Instrument Language
#of Characters   4   3   3   2
  Nasdaq St XSTO Stock STK Call CAL Danish DK
      Index IND PUT PUT English EN
      Dividend DIV Future FUT Finnish FI
      Binary BIN Forward FWD Norwegian NO
              Swedish SE

Example: Call Options on Indicies, Swedish text – “XSTOINDCALSE” The KID document filenames will have the following name standard setup for Fixed Income

Name Exchange Asset Instrument Language
#of Characters   4   3   3   2
  Nasdaq St XSTO Interest  Rates RAT Call Options CAL Danish DK
      Bond BND Put Options PUT English EN
          Future FUT Finnish FI
          Forward FWD Norwegian NO
              Swedish SE

Example: Call Options on Bonds, Swedish text – “XSTOBNDCALSE”

The KID document filenames will have the following name standard setup for Commodities

Name Exchange Asset Instrument Language
#of Characters   4   3   3   2
  Nasdaq Oslo ASA NORX Electricity ELP Call Option CAL Danish DK
      Nat Gas NGP Put Option PUT English EN
      Allowance EUA Future FUT Finnish FI
      Elcert ELC     Norwegian NO
      Freight and Fuel Oil FRF     Swedish SE
      Ferrous FEP        
      Renewables REP        

Example: Call Options on Power contracts, Swedish text – “NORXELPCALSE”

Technical information

OMnet - A new VIM struct containing the FTP URLs for the Nasdaq KID will be implemented for the following OMnet queries and broadcasts.

  • DQ131, the VIA of DQ131
  • DQ122, the VIA of DQ122
  • DQ123, the VIA of DQ123
  • VIB of BU122
  • VIB of BU123

More information can be found on our enhancement website for Genium INET 4.1.0215 release. http://www.nasdaqomx.com/transactions/technic...t-4.1.0215 Genium Consolidated Feed - The FTP URLs to the KIDs be distributed in Genium Consolidated feed  (GCF) TIP in the field LinkProspec. The LinkProspect field is part of the messages BasicDataBond (BDBo) and BasicDataDerivative (BDDe) reference data. Testing will be available from October 18 th in GCF TST 4. Please see the TIP 3.2.1.1 protocol for more information: http://www.nasdaqomx.com/digitalAssets/103/10...ipspec.zip  

For further information, please contact:  Business-related questions Equity Derivatives: Jari Elo, +358 9 6166 7275 or jari.elo@nasdaq.com

Business related questions for Fixed Income: FixedincomeSweden@nasdaq.com

Business related questions for Commodities: Julian Rezende, +47 6710 8511 or Julian.rezende@nasdaq.com

Technical question: Charlie Holmgren, +46 8 405 6944 or charlie.holmgren@nasdaq.com

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