Risk Management 18/16


Notification of changes to Appendix 13 of the Clearing Rules of Nasdaq Derivatives Markets – Parameter Value List

The following change will be made:

  • Change of threshold values for margin concentration scaling
    • Market group Swedish Index and Swedish Flex Index: Threshold nr 1 from MSEK 800 to MSEK 900

The above change will come into force immediately.

 

Attached document: Appendix 13 – Parameter Value list – 2016-08-22


Attachments

App_13_160822.docx