Technical disturbances affecting the intra-day margin calculations has been corrected


Technical disturbances on Nasdaq Nordic Derivatives, Fixed Income and Commodities markets. The option price handling disturbance affecting the intra-day margin calculations has been corrected for most series. A set of series, see attached list, will however be valued with fallback implied volatility 40% during the remainder of the day. In the evening calculations this will be corrected.

For further information please contact:
 
Technical support
 + 46 8 405 6750
technicalsupport@nasdaq.com
 
Clearing Operations
 + 46 8 405 6880
clearing@nasdaq.com


Attachments

Series with fallback vol intraday.xlsx