NASDAQ OMX Derivatives Markets has decided to implement a new margin and position limit policy. The purpose of the margin and position limit policy is to manage large exposures. The limits aim to provide the Clearing house with additional default coverage in relation to significantly large and concentrated exposures. The limits will also serve to cap the size of the default fund. The Parameter Value List will be updated according to the new policy, 2013-01-24. See Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations.
For further information concerning this exchange notice please contact riskmanagement@nasdaqomx.com or telephone +46 8 405 70 88.
