Continued listing of STIBOR-FRA Forwards
The monthly settled STIBOR FRA contract will, as previously communicated, be replaced by a daily settled STIBOR-FRA future contract.
In order to allow market participants sufficient time for the transition of open interest to the new futures contracts, Nasdaq will continue listing of the monthly settled STIBOR-FRA contract for one more year.
The final listing was previously set to December 2018 (FRA18X), but will be prolonged until December 2019 (FRA19X).
The first contract in the prolonged listing period is March 2019 (FRA19O) and will be listed and clearable from 2016-03-29. The following contracts (FRA19R, FRA19U and FRA19X) will be listed according to normal listing routines.
Please direct questions regarding the Nasdaq Fixed Income products to fixedincomesweden@nasdaq.com