Risk Management 9/18: Change of Margin Concentration Limits

| Source: Risk Management Risk Management

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 Index and Swedish Flexible Index:    
      • Threshold nr 1 from MSEK 900 to MSEK 1 000
      • Threshold nr 2 from MSEK 1 700 to MSEK 1 800
    •    Market group Swedish Bond:                                         
      • Threshold nr 1 from MSEK 1 500 to MSEK 1 600
      • Threshold nr 2 from MSEK 2 600 to MSEK 2 800

The above changes will be implemented on Thursday, April 26, 2018.

For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.

 

Attachments

App_13_180426.pdf