Risk Management 18/17: Collateral haircut updates


Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets - Collateral List
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
SCA B 74% 57% -17%

 

2. New eligible collateral:

Share Value after haircut
ESSITY B 74%

 

The changes will come into force 2017-06-15
 
For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com.


Clearing Risk Management


Attachments

Appendix 14 - Collateral List - 2017-06-15.pdf