Risk Management: Change in Parameter Value (04/11)


NASDAQ OMX Derivatives Markets has decided to change the risk free interest rate parameter.

Parameter Name Current Parameter New Parameter
Risk free interest rate 1,3% 2,0%

 

The parameter change will be effective in the evening margin calculations of 2011-04-22.

 

For further information concerning this exchange notice please contact

Lars Björn or Henrik Rosén, telephone +46 8 405 60 00, or

riskmanagement@nasdaqomx.com.


Anhänge

04_11_Change in risk free interest rate parameter.pdf
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