IT – Genium INET - Commodities – Change of Risk Groups - 47/16


Nasdaq Commodities advises that Risk Groups on day, week and weekend contracts on Nordic, German and Continental Power will change in accordance to the attached the Excel sheet.

Day, week and weekend contracts on Nordic, German and Continental power will be moved to new risk groups within their existing markets and load profiles. For example: EDEBLD1607-16, a day future on German baseload electricity, currently belongs to risk group DEXBDE. So does the DS futures and regular futures week, month, quarter and year contracts. After the change, EDEBLD1607-16 will instead be in risk group EDEBS along with all contracts shorter than a month that previously belonged to DEXBDE. Month, quarter, year (and where applicable, season) contracts will remain in their old risk groups.

The change will be effective August 23rd, 2016.

 

For Risk related information, please contact:

Risk Management

clearing.risk@nasdaq.com

 

For technical information, please contact:

Technical Relations

Anders Bergström

anders.bergström@nasdaq.com

+44 8 405 7364


Attachments

IT_Exchange_Notice_4716 IT  Genium INET - Commodities Change of Risk Groups.pdf Changed Risk Groups.xlsx