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:
Government Bills and Current value after New value after Change
Bonds haircut haircut
Austrian 5-10Y 94,0% 93,5% -0,5%
British 5-10Y 93,5% 92,5% -1,0%
Danish 5-10Y 96,5% 95,0% -1,5%
Danish 10-20Y 95,5% 92,0% -3,5%
Danish 20-30Y 92,5% 80,0% -12,5%
Dutch 10-20Y 92,5% 89,5% -3,0%
Finnish 10-20Y 89,5% 88,0% -1,5%
French 0-5Y 97,0% 96,5% -0,5%
French 5-10Y 92,0% 91,5% -0,5%
French >30Y 76,5% 73,5% -3,0%
German 0-5Y 97,0% 94,5% -2,5%
Norwegian 5-10Y 92,0% 87,5% -4,5%
Swedish 5-10Y 95,5% 94,5% -1,0%
Covered Bonds Current value after haircut New value after haircut Change
Swedish 0-5Y 94,5% 93,5% -1,0%
Swedish 5-10Y 90,5% 88,5% -2,0%
Swedish 10-20Y 81,5% 80,0% -1,5%
Danish 5-10Y 80,0% 79,0% -1,0%
Danish 10-20Y 80,0% 79,0% -1,0%
Danish 20-30Y 80,0% 79,0% -1,0%
For further information, please contact:
Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com© 2020 GlobeNewswire
