OMX Derivatives Markets has decided to change the routines in relation to expiration through amending the following OMS Parameter Values The routines are changed so that margins are held until all obligations under the contracts are fulfilled. The changed routines and parameter thus entails that margins are kept and calculated during the full delivery period for stock options and stock forwards. The changes will take effect in the margin calculations of Sept 19th, 2008. Margin collateral demand at delivery (D) other stock products Old Parameter Value ( - ) New Parameter Value ( L ) For further information concerning this exchange notice please contact Karl Klasén, telephone +46 8 405 60 00, or riskmanagement@nasdaqomx.com OMX Derivatives Markets Karl Klasén Head of Risk Management
Exchange Notice - Risk Management 11/08
| Source: Risk Management
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