Updates to Circuit Breakers for OMXS30 Index Futures (213/26)
Nasdaq Derivatives Markets (Nasdaq Stockholm AB) will implement changes to Circuit Breakers for OMXS30 index futures. As of today, the changes are available for member testing in EqD Test.
The changes include:
- Introduction of a static circuit breaker for OMXS30 index futures, in addition to the current dynamic circuit breaker (the sliding window method)
- The time window for the sliding window method will change from 2 to 5 seconds
- Thresholds applicable during auctions and pre-/post-trading sessions will change from index points to percentage
The above changes apply only to OMXS30 index futures. Further details in the attachment.
Subject to final confirmation, the changes are expected to become effective on November 23, 2026. A separate Market Notice will be issued to confirm the implementation date.
Additional information around the circuit breaker functionality can be found in section 13.2 of the document Nasdaq Derivatives Markets – Market Model & Functionality, available on the Derivatives Rules webpage.
For contact details, please see the attached file.