Risk Management 16/18: 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 1 000 to MSEK 900
      • Threshold nr 2 from MSEK 1 800 to MSEK 1 700​
         
    • Market group Swedish Bond:    
      • Threshold nr 1 from MSEK 1 700 to MSEK 1 800
      • Threshold nr 2 from MSEK 2 900 to MSEK 3 100​

The above changes will be implemented on Wednesday, October 3, 2018.

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