Listed Nordic Fixed Income Derivatives

Clearing of interest rate futures, forwards, options and repos

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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

Contract Bloomberg Reuters ISIN Expiration Date
30YMBFM1 YYAM1 30YMBFM1 SE0015582168 29-06-2021
20YMBFM1 TMBM1 20YMBFM1 SE0015582143 29-06-2021
3YMBFM1 YMBM1 3YMBFM1 SE0015582150 29-06-2021
30YMBFU1 YYAU1 30YMBFU1 SE0016049308 29-09-2021
20YMBFU1 TMBU1 20YMBFU1 SE0016035257 29-09-2021
3YMBFU1 YMBU1 3YMBFU1 SE0016035240 29-09-2021

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

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