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. Product sheets and listing notices can be retrieved 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 Stadshypotek bonds
- Futures in Swedbank Hypotek bonds
- Mortgage Bond Futures (DKK)
Vendor Codes for Danish Mortgage Bond Futures
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)
- 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.
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
Government Bond Futures Product Sheet Download Government Bond Futures Product Sheet
Government Bond Options Product Sheet Download Government Bond Options Product Sheet
Danish Mortgage Bond Futures Product Sheet Download Danish Mortgage Bond Futures Product Sheet
Swedish Mortgage Bond Futures Product Sheet Download Swedish Mortgage Bond Futures Product Sheet
Nasdaq Cibor™ 3M/6M (DKK) Download Nasdaq Cibor™ 3M/6M (DKK)
Nasdaq Nibor™ 6M (NOK) Download Nasdaq Nibor™ 6M (NOK)
Nibor™ Futures Product Sheet Download Nibor™ Futures Product Sheet
Nibor™ Options Product Sheet Download Nibor™ Options Product Sheet
Nasdaq Stibor™ 3 M Product Sheet Download Nasdaq Stibor™ 3 M Product Sheet
Stibor™ Forwards Product Sheet Download Stibor™ Forwards Product Sheet
Stibor™ Options Product Sheet Download Stibor™ Options Product Sheet
Stibor™ One Year Mid-curve Options Product Sheet Download Stibor™ One Year Mid-curve Options Product Sheet
Riksbank Future Product Sheet Download Riksbank Future Product Sheet
Buy-sell backs (SEK) Download Buy-sell backs (SEK)
Buy-sell backs (DKK/EUR) Download Buy-sell backs (DKK/EUR)
Eligible Bonds for DKK Repo Clearing - Repo list Download Eligible Bonds for DKK Repo Clearing - Repo list
Eligible Bonds for SEK Repo Clearing – Repo list Download Eligible Bonds for SEK Repo Clearing – Repo list
SEK Tradable Fixed Income Derivatives 202003 Download SEK Tradable Fixed Income Derivatives 202003
Listing Notice - 3YMBFM1 Download Listing Notice - 3YMBFM1
Listing Notice - 20YMBFM1 Download Listing Notice - 20YMBFM1
Listing Notice - 30YMBFM1 Download Listing Notice - 30YMBFM1
Listing Notice - 3YMBFU1 Download Listing Notice - 3YMBFU1
Listing Notice - 20YMBFU1 Download Listing Notice - 20YMBFU1
Listing Notice - 30YMBFU1 Download Listing Notice - 30YMBFU1
Fixing Yields for Monthly Cash Settlement Download Fixing Yields for Monthly Cash Settlement
Fixing Yields for Expiration Download Fixing Yields for Expiration
Deliverable Bonds Download Deliverable Bonds
Genium INET Market Model - Fixed Income Derivatives version 2.3 - 21 Sep 2020 Download Genium INET Market Model - Fixed Income Derivatives version 2.3 - 21 Sep 2020
Fixed Income Trading Calendar 2021-2023 Download Fixed Income Trading Calendar 2021-2023