NASDAQ OMX Derivatives Markets - Notification of changes to Appendix 12
Collateral List effective from October 22nd 2010.
A summary of the changes are outlined below. Attached document, Appendix 12 to
NASDAQ OMX Derivatives Markets Rules and Regulations, contains the version that
will come into effect on October 22nd, 2010.
The changes apply to, III Approved collateral for Customers and/or Clearing
Members providing collateral to NASDAQ OMX Derivatives Markets, as stated in
Appendix 12.
Summary of changes to Appendix 12:
1) Haircuts on British, Danish, Finnish, German, Norwegian and Swedish
Government treasury bills and bonds will be changed, taking into account
maturity dates of the underlying securities.
2) Haircuts on bonds issued by Danish and Swedish banks, mortgage-credit
institutions in Denmark and issuing institutions in Sweden will be changed,
taking into account maturity dates of the underlying securities. Maximum
amounts will also be changed.
3) U.S. Government treasury bills and bonds will be removed from Appendix 12.
Attached document:
Appendix 12 Collateral list - effective date October 22nd, 2010
For further information concerning this exchange notice please contact Clearing
Risk Management - Europe , telephone +46 8 405 70 88, or
riskmanagement@nasdaqomx.com
NASDAQ OMX Derivatives Markets
Clearing Risk Management - Europe
Legal disclaimer: This Exchange Notice is provided only as notification to
NASDAQ OMX Derivatives Markets participants and other contracting parties of
NASDAQ OMX Derivatives Markets and is not intended for any other purposes.
Prior to taking any action based on the above information, the Rules and
Regulations of NASDAQ OMX Derivatives Markets (“Rules”) should be fully
understood. NASDAQ OMX Derivatives Markets is not responsible for any
misinterpretation of the information provided in this Exchange Notice. Subject
to the Rules, NASDAQ OMX Derivatives Markets assumes no liability for the
accuracy or completeness of the contained information or for any damages
arising from actions taken on the basis of this Exchange Notice.
