NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter
Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations.
The changes apply to fixed income derivatives.
Parameter changes for PC1 and updated correlation configuration in CFM.
For further information concerning this exchange notice please contact riskmanagement@nasdaqomx.com
or telephone +46 8 405 60 00.
