As of February 15th 2016, Nasdaq Derivatives Markets will introduce OMXS30 options and futures with a term of up to 60 months. Currently the longest term is 36 months. The options and futures with a term of 60 months will have expiry in December.
After the introduction, OMXS30 derivatives will have the following term and expiration months:
Term of 60 months: Expiry in December
Term of 12 months: Expiry in March, June, and September
Term of 3 months: Expiry in all other months
Effectively, as of February 15th 2016, two new expiration months will be listed for OMXS30 derivatives: Dec-2019 and Dec-2020.
For OMXS30 options with a term longer than 36 months, the strike price interval will be 40 index points.
Appendix 2 Quotation List in the Exchange Rules and Clearing Rules of Nasdaq Derivatives Markets will be updated accordingly.
For further information concerning this exchange notice please contact Tomas Körberg, telephone +46 8 405 6883.
