Notification of changes to Appendix 13 of the Clearing Rules of Nasdaq Derivatives Markets – Parameter Value List
The following changes will be made:
-
Change of threshold values for margin concentration scaling
- Market group Swedish Bond: Threshold nr 1 from MSEK 1 400 to MSEK 1 500
- Market group Swedish Bond: Threshold nr 2 from MSEK 2 400 to MSEK 2 600
The above changes will be implemented on Wednesday, October 25, 2017.
For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.