Notification of changes to Appendix 13 of the Clearing Rules of Nasdaq Derivatives Markets – Parameter Value List
The following changes will be made:
-
Change of threshold values for margin concentration scaling
- Market group Swedish Index and Swedish Flexible Index: Threshold nr 1 from MSEK 1000 to MSEK 1200
- Market group Swedish Index and Swedish Flexible Index: Threshold nr 2 from MSEK 2000 to MSEK 2400
The above changes will be implemented on Tuesday, March 21, 2017.
For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.
