Nasdaq Nordic offers trading of fixed income derivatives, both on the exchange and as OTC.
We provide central counterparty (CCP) clearing services for both standardized and non-standardized Swedish, Norwegian and Danish fixed income products. A variety of contracts are open for clearing and can serve as a valuable tool when you manage short- or long-term interest rate risk. We also offer a comprehensive clearing and membership model for all market participants. Please contact us to learn more about what option best suits your needs.
Different types of exchange listed and/or clearing listed fixed income products are available for central counterparty clearing at Nasdaq. Product sheets and listing notices can be retrieved in the Resource Center below.
Long-Term Interest Rate Derivatives
- Government bond futures (SEK)
- Options on government bonds
- Mortgage bond futures (DKK)
- Mortgage Bond Futures (SEK)
- Futures in Nordea Hypotek bonds
- Futures in Stadshypotek bonds
- Futures in Swedbank Hypotek bonds
Vendor Codes for Danish Mortgage Bond Futures
| Contract | Bloomberg | Reuters | ISIN | Expiration Date | Settlement Date | Underlying Code |
| 30YMBFZ4 | YYAZ4 | 30YMBFZ4 | SE0022504122 | 27/12/2024 | 02/01/2024 | 5839 |
| 20YMBFZ4 | TMBZ4 | 20YMBFZ4 | SE0022504114 | 27/12/2024 | 02/01/2024 | 5842 |
| 3YMBFZ4 | YMBZ4 | 3YMBFZ4 | SE0022504106 | 27/12/2024 | 02/01/2024 | 5836 |
For more information regarding the vendors and their systems, please contact them directly.
Short-Term Interest Rate Derivatives
- Nasdaq Nibor™ 6M (NOK)
- Nasdaq Stibor™ 3M (SEK)
- Options on Stibor™ FRA (SEK)
- Riksbank Futures (SEK)
- Stibor™ FRA (SEK)
Repo Clearing
- Buy-sell backs (SEK)
- Buy-sell backs (DKK/EUR)
The presence of multiple designated market makers ensures that as a market participant you can always find fair and tradable prices. Market makers also quote indicative derivative prices in Nasdaq Genium INET system. These prices are disseminated to the market through the Genium Consolidated Feed or directly via Genium INET Trading Workstation.
In addition to clearing of our listed derivatives, Nasdaq also offers a clearing service for OTC rate derivatives.
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The presence of multiple designated market makers ensures that as a market participant you can always find fair and tradable prices. Market makers also quote indicative derivative prices in Nasdaq Genium INET system. These prices are disseminated to the market through the Genium Consolidated Feed or directly via Genium INET Trading Workstation.
In addition to clearing of our listed derivatives, Nasdaq also offers a clearing service for OTC rate derivatives.
Price Information, Volumes and Open Interest
Nasdaq publishes executed trades and indicative prices in cooperation with market makers and information vendors in order to provide relevant guidance to the market.
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Nasdaq publishes executed trades and indicative prices in cooperation with market makers and information vendors in order to provide relevant guidance to the market.
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Resource Center
Related Solutions
Trading
Nordic Fixed Income Trading
Transparent and efficient trading of debt instruments.
OTC
OTC Rate Derivatives Clearing
CCP clearing of OTC derivatives for reduced counterparty risk and compression and netting opportunities.
Membership
Fixed Income Membership
Step by step description on how to obtain a membership on Nasdaq Nordic fixed Income markets.