1 October 2008
Exchange Notice
All Trades Average Price calculation
Yesterday we informed you about errors in the calculation of the All Trades
Average Price on the Danish bond markets for Monday September 29th and Tuesday
September 30th.
We decided to perform a rollback and use the TARGIN message AfeedBondPriceTurn
for All Trades Average Price until the system error has been corrected. This is
the same functionality that was used in TARGIN until 26 September.
From today, Wednesday 1 October, the All Trades Average Price is available in
the TARGIN feed in the message: 20.14 AfeedBondPriceTurn. This solution will
continue until the error has been corrected.
From Wednesday 1 October the TARGIN message InstrumentSummary will not be
disseminated and the All Trades Average Price will not be in the TARGIN
TradeStatistics message until the error has been corrected.
We will inform you well in advance when starting to use the InstrumentSummary
and TradeStatistics messages for the All Trades Average Price again.
Previously communicated All Trades Average Prices for September 29th and
September 30th might contain errors and should not be used. Corrected average
prices (in csv format) have been sent out to subscribers of the Official Price
List. If you did not receive the lists yesterday, you can get a copy by sending
an e-mail to mpo_cph@nasdaqomx.com.
We apologize for any inconveniences this might have caused you.
For further information concerning this exchange notice please contact Poul
Erik Egeberg, telephone +45 33 93 33 66, or poer@nasdaqomx.com.
OMX Nordic Exchange Copenhagen
