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Central counterparty clearing services are provided for both standardized and non-standardized Swedish, Norwegian and Danish fixed income products. A number of contracts are open for clearing, and can serve as a valuable tool in managing short- or long-term interest rate risk.
The standardized contracts have standardized expiration days, i.e. IMM days. This means that liquidity is concentrated to a limited number of contracts, which benefits trading. The contracts are suitable for both directional trading as well as for different types of spread trading.
Swedish Products
Swedish Fixed Income Derivative products include:
- Riksbank Future
- STIBOR-FRA Forward and Future
- Options on STIBOR FRA Forward and Future
- Government Bond Futures
- Mortgage Bond Futures
- Options on Government Bonds
- SEK Repoclearing
Danish Products
Danish Fixed Income Derivative products include:
- Danish Mortgage Bond Futures
- Danish Cibor Futures
- Repoclearing of DKK and EUR repos
Norwegian Products
Norwegian Fixed Income Derivative products include:
- NIBOR-FRA Forward and Future
- Options on NIBOR FRA Forward and Future
Contact Us
- Ulrica Ahlstedt, Associate Vice President, Head of Fixed Income Derivatives
- Natalie Allam, Account Manager Senior Specialist
- Johan Bjerkesjö , Product Development Specialist
- Malin Bonsted, Lead Product Manager
- Peter Danielsson, Senior Managing Director
- Denmark Dennis Modell, Account Manager Senior Specialist
- Clearing Operations
- Risk Management