London, 2013-08-15 17:26 CEST (GLOBE NEWSWIRE) -- Issue Date: 15/08/13
Effective Date: 15/08/13
Final List of Deliverable Gilts for the NLX September 2013 Long Gilt Future Delivery Month
Introduction
This Notice advises NLX market Participants of the final delivery basket of Gilts approved for delivery for the September 2013 delivery month.
Final Delivery Basket – September 2013 Long Gilt Future
Pursuant to Schedule 1 – Transaction Specifications of the Product Terms of the NASDAQ OMX NLX Long Gilt Futures product, the Operator shall confirm the final list of Gilts that satisfy the deliverable bond characteristics suitable for delivery for the delivery month not less than 10 business days prior to the first Notice Day for the Delivery Month.
The first Notice Day for the September 2013 Delivery Month of the Long Gilt Futures product is Thursday 29th of August 2013. The final list of Gilts acceptable for delivery of the September 2013 Long Gilt Future is set out below:
| ISIN | Coupon | Maturity | Coupon Day | Conversion Factor | Initial Accrued Interest | Daily Accrued Interest |
| GB00B7L9SL19 | 1.75 | 07-Sep-22 | 07-Sep | 0.8310883 | -33.288043* | 4.755435* |
| -33.839779** | 4.834254** | |||||
| GB00B7Z53659 | 2.25 | 07-Sep-23 | 07-Sep | 0.8567386 | -42.798913* | 6.114130* |
| -43.508287** | 6.215470** | |||||
| GB0030880693 | 5.00 | 07-Mar-25 | 07-Sep | 1.0915717 | -95.108696* | 13.586957* |
| -96.685083** | 13.812155** | |||||
| * - Accrued Interest for delivery up to and including the Coupon Day | ||||||
| ** - Accrued Interest for delivery after the Coupon Day | ||||||
For further information in relation to this NASDAQ OMX NLX Market Notice, please contact:
Stuart Deel-Smith:
Tel: +44 (0) 207 065 8051
Email: stuart.deel-smith@nlx.co.uk
Amanda Maundrell:
Tel: +44 (0) 207 065 8047
Email: Amanda.maundrell@nlx.co.uk
Maryna Syrovatka:
Tel: +44 (0) 207 065 8107
Email: Maryna.Syrovatka@nlx.co.uk