Nasdaq Derivatives Markets (Nasdaq Stockholm AB and Nasdaq Clearing AB) have decided to increase the maximum allowed trade report size for Custom Basket Forwards (CBF) to 999 999 contracts per trade report as of February 3rd, 2025, from currently maximum 100 000 contracts per trade report.
As of January 22nd, 2025, CBF instruments with the new maximum allowed trade report size are available for external testing in EqD Test (trading) and EXT1 (clearing).
Chapter 4.4.5 (vii) of the Exchange rules will be amended, as communicated in a regulatory notice on December 20, 2024, as well as chapter 10.4 of the Market Model Nasdaq Derivatives Markets. The new maximum trade report size for CBF will as of February 3rd, 2025, be found in the Annexe D to the Market Model Nasdaq Derivatives Markets.
Furthermore, Nasdaq Derivatives Markets intend to increase the maximum allowed trade report size for CBF to 10 000 000 contracts in the near future. A separate Market Notice will be published to confirm the effective date of that change.
For further information, please see the attached file.