As previously communicated, STIBOR discounting values was incorrect in the monthly Mark to Market calculated 1st of August. After further reviews, we found that the same applies to NIBOR. Please see attached pdf for valid discounting values.
- New reports (Forward Mark-to-Market Fixed Income) have been generated, updated with correct discounting values and Mark-to-Market.
- Reports are being verified and will be published in your Clearing Workstation when verification is complete.
- Nasdaq OMX will credit or debit our members account with the difference from the settlement for Fixed Income Forwards settled 5th of August, and the correct settlement. Corrections will according to plan be a part of our affected members settlement the 13th of August.
For further information regarding this Exchange Notice, please contact Clearing Operations, telephone +46 8 405 68 80, or clearing@nasdaqomx.com