Parameter changes OMS II: Underlying New parameter (bps) STIBOR 35 R10 35
New CFM parameters: Yield Curves PC1 PC2 PC3 FRA_SEK +/- 35 +/- 15 +/- 15 GOV_BOND_SEK +/- 35 +/- 15 +/- 15 NASDAQ OMX Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 11 in NASDAQ OMX Derivatives Markets Rules & Regulations. For further information concerning this exchange notice please contact riskmanagement@nasdaqomx.com or telephone +46 8 405 60 00.
