NASDAQ OMX Nordic: Derivatives: Updates to Minimum Block Sizes and Deferral Thresholds (107/21)

Following the European Securities and Markets Authority's (ESMA) publication of
the results of the annual transparency calculations for non-equity instruments,
Nasdaq Derivatives Markets (Nasdaq Stockholm AB) will update the Minimum Block
Sizes and Deferral Thresholds for equity derivatives accordingly, taking effect
from June 1, 2021. 

The methods for calculating the Minimum Block Sizes and Deferral Thresholds,
including the method on how to re-calculate these values following corporate
actions, are described in the appendix K and L of the Genium INET Market Model
- TRF Parameters (Equity) document published here. 

Updated Minimum Block Sizes and Deferral Thresholds for standardized
derivatives can be found in the attachment to this Notice. Please note that the
values are subject to change as a result of any future corporate action
adjustment. 

For more information, please see the attached files.

Attachment:
https://cns.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=860933