NASDAQ OMX Nordic: Risk Management 14/19: Collateral haircut updates

Notification of changes to: Appendix 14 of the Clearing Rules of Nasdaq
Derivatives Markets - Collateral List 

Nasdaq Derivatives Market has decided to make changes to Appendix 14 of the
Clearing Rules of Nasdaq Derivatives Markets - Collateral List 

The following changes have been made:

Updates of haircuts:

Swedish covered bonds  Current value after        New value after         Change
                        haircut                    haircut                      
0-5Y                             89,5%                     94,0%           4,5% 
5-10Y                            80,0%                     90,5%           10,5%
10-20Y                           80,0%                     81,0%           1,0% 
20-30Y                           80,0%                     79,0%           -1,0%

The changes will come into force 2019-08-21

For further information regarding this exchange notice please contact Clearing
Risk Management, telephone [phone], or [e-mail] 

Clearing Risk Management

Attachment:
https://cns.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=734894