New parameters will apply from March 14, 2022 Nasdaq Derivatives Markets has decided to make changes to the Parameter Value List, see Appendix 13 in Nasdaq Derivatives Markets Rules & Regulations. See attached file. The stress parameters for the margin curve IND_LINK_SEK will be updated due to increased volatility related to inflation-linked bonds. For further information concerning this clearing notice please contact clearing.risk@nasdaq.com or telephone +46 8 405 70 88. Attachment: https://cns.omxgroup.com/cds/DisclosureAttachmentServlet?messageAttachmentId=1049628
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