New parameters will apply from June 30, 2015
Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules & Regulations. See attached file.
The scaling of initial margin for Swedish Index products will change. The limit number 1 thresholds will be 1 000 000 000 for scaling up and 1 100 000 000 for scaling reduction. See the Parameter Value List for details.
For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.
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