The Swedish FSA has granted a deferral for Government Bonds, Mortgage Bonds and related derivatives which is a combination of the T+2 deferral with a T+1 aggregation of a minimum of 5 transactions and the T+4 weeks volume omission deferral. Due to technical limitations, this combination is not possible to use in the Nasdaq APA for OTC trades or at the Nasdaq Stockholm trading venue for exchange traded publication from January 3, 2018. Instead, the deferral applicable in Genium Inet for publication of on-trading venue and APA trades will temporarily be T+4 weeks with weekly aggregation (FWAF).
For publication of APA trades reported through INET please note that the T+4 weeks volume omission (VOLO) deferral will currently send out all transaction information excluding volume T+0.
For corporate bonds, convertible bonds, other bonds, RIBA future, STIBOR future and forward contracts the granted deferral is T+2 with the T+1 aggregation of a minimum of 5 transactions (DATF).
We plan to implement support for the specific t+4 weeks deferral granted by the Swedish FSA as soon as possible. We will release more information when an implementation plan is ready.
For more information about the deferral regimes for the exchange traded instruments, please see the updated market models on:
For Genium INET Fixed Income:
http://business.nasdaq.com/list/Rules-and-Regulations/European-rules/common/index.html
For Fixed Income Derivatives:
For further information concerning this exchange notice please contact the Nordic fixed income team at:
Tel: +46 8 405 60 00
E-Mail: fixedincomesweden@nasdaq.com