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 +46 8 405 70 88, or clearing.risk@nasdaq.com
Clearing Risk Management
Attachment:
https://cns.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=734894© 2019 GlobeNewswire