The monetary policy of the Riksbank (Central Bank of Sweden) is of great significance to interest rates in capital markets.

Since the repo rate is the principal interest rate employed by Riksbanken, market players carefully monitor changes in this rate and the signals given by Riksbanken. Accordingly, NASDAQ OMX Stockholm now offer a cash-settled futures contract based on the Riksbank’s repo rate.

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The graph above is based on market prices for each Riksbank futures expiration month. Each date on the x-axis refer to the IMM date in each expiration month. The horizontal graph line between two IMM dates visualizes the markets view on the repo rate level between two IMM dates.