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Launch of German Contracts (Updated March 29)

Subject to testing and regulatory approval Nasdaq Commodities is planning to list German Only Electricity Day and Week contracts on June 11, 2018.

The new contracts will be settled against the average of the hourly prices from the day-ahead auction for the German/Austrian price zone until the split of the German/Austrian price zone October 1, 2018 and thereafter against the average of the hourly prices from the day-ahead auction for the German price zone.

Quotation List

At launch date June 11, 2018, there will be four (4) weekly German Only Electricity Base and Peak Average Rate futures contracts and eight (8) daily German Only Electricity Base futures contracts listed.

Weekly Base and Peak Load Futures Contracts

EDEFBW18-18   EDEFPW18-18
EDEFBW19-18   EDEFPW19-18
EDEFBW20-18   EDEFPW20-18
EDEFBW21-18   EDEFPW21-18 

Daily Base Load Futures Contracts

EDEFBD2504-18, EDEFBD2604-18, EDEFBD2704-18, EDEFBD2804-18, EDEFBD2904-18, EDEFBD3004-18, EDEFBD0105-18, EDEFBD0205-18

There will be five (5) weekly German Only Base and Peak Average Rate Futures contracts listed. There will be nine (9) daily German Only futures contracts listed. Please see the quotation list below:

Electricity Contracts Number of Contracts Listed
Electricity Base and Peak Average Rate Week Futures 5
Electricity Base Day Futures 9

Span-file

The following risk groups will be added to the Nasdaq Commodities Risk Parameter File.

German Only Day Contracts in Delivery

  • Risk group: EDFBS2 

German Only Day and Week base load

  • Risk group: EDEFBS

German Only Week peak load

  • Risk group: EDEFPS

Product ID (Updated February 26)

The launch of Product ID in OMnet API has been postponed and will not be launched as a part of the Genium INET 5.0.0205 release. The launch of Product ID will be communicated in an IT-Notice for an upcoming Genium INET release.

Introduction of an alternative product identifier for Commodities to be implemented in OMnet API. With the product id, instruments will be grouped into product types for each underlying index.

The Product ID codes for Commodities will be published during Q1-2018.

Nasdaq API/Protocols: Mandatory if functionality is to be used

The product identifier will be included in a new OMnet structure: ns_inst_series_product_id in which will be added to the following OMnet messages.:

  • DQ124/DA124 Delta Instrument Series Query.
  • BU124 Delta Instrument Series Update VIB.
  • DQ125/DA124 Delta Instrument Series for Back Office Query.
  • BU125 Delta Instrument Series Update for Back Office VIB. 

Interface files

The Product ID will also be available in the following interface file:

  • .sxt based on DQ125.

Commodities SPAN-file

Product ID will be added to record type 2:
Field Offset Length Format Comment
Product ID 191 6 A Product ID for series

Contact Us

Member Services
Production and Test login credentials (user id & passwords)
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ms.gi@nasdaq.com


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Margin Methodology for Equity and Index derivatives, cleared Fixed Income products and Commodities

clearing.risk@nasdaq.com
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Clearing Operations
Support for Genium INET clearing operation related queries 

+46 8 405 6880
clearing@nasdaq.com

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For test related queries
clearing.test@nasdaq.com


Trading Operations
Support for Genium INET trading related queries for Equity Derivatives and Fixed Income

+46 8 405 7360
tradingoperations@nasdaq.com

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Support for Genium INET trading related queries for Commodities
+47 6752 8037
desken@nasdaq.com


Technical Relations
Market Readiness upcoming enhancements, ISV and other third party technical and sales support. 

+46 8 405 7364
anders.bergstrom@nasdaq.com 

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+46 8 405 6944
charlie.holmgren@nasdaq.com

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