Listed Nordic Fixed Income Derivatives

Clearing of interest rate futures, forwards, options and repos

explore

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 offer a comprehensive clearing and membership model for all market participants. Please contact us to learn more about what option best suits your needs.

Below is a list of our different types of exchange listed and/or clearing listed fixed income products available for central counterparty clearing at Nasdaq. Get product sheets in Resource Center below.

Long Term Interest Rate Derivatives

  • Government Bond Futures (SEK)
  • Options on Government bonds
  • Mortgage Bond Futures (SEK)
    • Futures in Nordea Hypotek bonds
    • Futures in SCBC bonds
    • Futures in Stadshypotek bonds
    • Futures in Swedbank Hypotek bonds
  • Mortgage Bond Futures (DKK)

Vendor Codes for Danish Mortgage Bond Futures

Contract Bloomberg Reuters ISIN Expiration Date
30YMBFU9 YYAU9 30YMBFU9 SE0012477370 27-09-2019
20YMBFU9 TMBU9 20YMBFU9 SE0012654481 27-09-2019
3YMBFU9 YMBU9 3YMBFU9 SE0012654473 27-09-2019
30YMBFZ9 YYAZ9 30YMBFZ9 SE0012954303 27-12-2019
20YMBFZ9 TMBZ9 20YMBFZ9 SE0013038759 27-12-2019
3YMBFZ9 YMBZ9 3YMBFZ9 SE0013038742 27-12-2019

Please see Listing Notices in resource center below.
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)
  • Nibor FRA Futures (NOK)
  • Options on Nibor futures
  • 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.

Price Information, Volumes & 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.

View Price Information

Daily Volume & Open Interest

Rules & Regulations

The Rules and Regulations of Nasdaq Derivatives Markets govern Nasdaq Stockholm's derivative exchange and clearing activities.

Read more about the Rules and Regulations

Resource Center

Useful Information

Envision a Future – Fueled by Innovation, Technology and Expertise.
Now, let’s get there. Select below.