| Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets - Collateral List |
| Nasdaq Derivatives Markets has decided to make changes to Appendix 14 of the Clearing Rules of Nasdaq Derivatives Markets – Collateral List |
The following changes have been made:
|
| Government Bonds & Bills | Current value after haircut | New value after haircut | Change |
| Danish 5-10Y | 96,5% | 96,0% | -0,50% |
| Danish 20-30Y | 93,0% | 93,5% | +0,50% |
| Finnish 0-5Y | 96,0% | 96,5% | +0,50% |
| Finnish 5-10Y | 95,5% | 95,0% | -0,50% |
| Finnish 10-20Y | 93,0% | 92,0% | -1,00% |
| Finnish 20-30Y | 86,0% | 86,5% | +0,50% |
| French 5-10Y | 93,5% | 94,0% | +0,50% |
| French 10-20Y | 88,5% | 89,0% | +0,50% |
| French >30Y | 83,5% | 84,0% | +0,50% |
| German >30Y | 90,0% | 88,5% | -1,50% |
| Swedish 5-10Y | 95,0% | 94,5% | -0,50% |
| Swedish 10-20Y | 91,5% | 92,0% | +0,50% |
| Swedish 20-30Y | 90,5% | 91,0% | +0,50% |
| British 5-10Y | 93,0% | 93,5% | +0,50% |
| British 10-20Y | 89,0% | 87,0% | -2,00% |
| British 20-30Y | 80,5% | 81,0% | +0,50% |
| British >30Y | 76,0% | 77,0% | +1,00% |
| Covered Bonds | Current value after haircut | New value after haircut | Change |
| 0-5Y | 94,0% | 94,5% | +0,5% |
| 5-10Y | 90,0% | 87,0% | -3,0% |
| 10-20Y | 90,0% | 87,0% | -3,0% |
| Stocks | Current value after haircut | New value after haircut | Change |
| GETI B | 66,0% | 65,0% | -1,0% |
The changes will come into force 2018-04-09
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 Markets
Clearing Risk Management
