Derivatives: Hidden volume orders temporarily disabled for futures on OMXS30, OMXSB and OMXC20 (11/09)

| Source: Derivatives Derivatives 

Hidden volume orders in futures on OMXS30, OMXSB and OMXC20 have temporarily been disabled until further notice due to a mismatch in the dissemination of bid and ask prices after the allocation of trades from the Closing Call auction.

The change only applies to futures on the above mentioned indices; order management for other products will remain unchanged.

NASDAQ OMX Derivatives Markets is currently troubleshooting the problem.

Note that the EQ price and allocation of trades in the Call Auction has been performed correctly according to the rules, the problem is related to the dissemination of price information.

For further information, please see the attached file.

Attachments

wkr0011.pdf