Source: Risk Management

Risk Management: Changes in parameter values (24/13)

New parameters will apply from December 18 2013

NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter
Value List, see Appendix 13 in NASDAQ OMX Derivatives Markets Rules & Regulations. 

Note that the changes for equity parameters are implemented in accordance to EMIR Article 28 

Annex IV regarding procyclicality.

For further information concerning this clearing notice please contact

risk.management@nasdaqomx.com or telephone +46 8 405 70 88.

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