Risk Management 29/16: Collateral haircut updates

Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets - Collateral List

| Source: Risk Management Risk Management

Nasdaq Derivatives Market has decided to make changes to Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets – Collateral List

The following changes have been made:

 

  1. Updates of haircuts:
Share Current value after haircut New value after haircut Change
ALIV N/A 73% n/A

 

The changes will come into force 2017-01-01

 

For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or risk.management@nasdaq.com .

 

NASDAQ OMX Derivatives Market

 

Clearing Risk Management

Attachments

Appendix 14 - Collateral List - 2017-01-01.pdf