Aurora over Norway

    Nordic Fixed Income Derivatives

    Clearing of interest rate futures, forwards, options and repos

    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

    ContractBloomberg ReutersISINExpiration DateSettlement Date

    Underlying

    Code

    3YMBFH5YMBH53YMBFH5SE002302417928/03/202501/04/20255834
    20YMBFH5TMBH520MBFH5SE002302418728/03/202501/04/20255840
    30YMBFH5YYAH53MBFH5SE002302419528/03/202501/04/20255837

    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.

    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.

    Rules and Regulations

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

    Read More ->

    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.

    Nasdaq publishes executed trades and indicative prices in cooperation with market makers and information vendors in order to provide relevant guidance to the market.

    Contact our teams

    Support

    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.