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:
| Government Bonds & Bills | Current value after haircut | New value after haircut | Change |
| Austrian 20-30Y | 84,5% | 85,0% | +0,5% |
| British 5-10Y | 93,5% | 94,0% | +0,5% |
| Finnish 0-5Y | 97,0% | 96,0% | -1,0% |
| Finnish 5-10Y | 95,0% | 95,5% | +0,5% |
| Finnish 20-30Y | 89,0% | 86,0% | -3,0% |
| Finnish >30Y | 86,3% | 86,0% | -0,3% |
| French 0-5Y | 97,0% | 96,5% | -0,5% |
| French 20-30Y | 86,5% | 86,0% | -0,5% |
| French >30Y | 84,0% | 83,0% | -1,0% |
| German 0-5Y | 96,5% | 96,0% | -0,5% |
| German >30Y | 88,0% | 90,0% | +2,0% |
| Covered Bonds | Current value after haircut | New value after haircut | Change |
| 0-5Y | 93,5% | 94,0% | +0,5% |
| 5-10Y | 92,0% | 91,5% | -0,5% |
| 10-20Y | 89,5% | 90,0% | +0,5% |
The changes will come into force 2017-07-06
For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com .
Nasdaq Derivatives Market
Clearing Risk Management
