Risk Management 7/17: Change of Margin Concentrati
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Posted On: 02/22/2017 9:45:17 AM
Risk Management 7/17: Change of Margin Concentration Limits
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 900 to MSEK 1 000
- Market group Swedish Index and Swedish Flexible Index: Threshold nr 2 from MSEK 1 800 to MSEK 2 000
- Market group Swedish Bond: Threshold nr 1 from MSEK 1 300 to MSEK 1 400
- Market group Swedish Bond: Threshold nr 2 from MSEK 2 400 to MSEK 2 600
The above changes will be implemented on Friday, February 24, 2017.
For further information concerning this clearing notice please contact risk.management@nasdaq.com or telephone +46 8 405 70 88.
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