Risk Management 30/17: Collateral haircut updates

 | Source: Risk Management Risk Management

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

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

The following changes have been made:
  1. The EUA can only be used as collateral from 6 days prior to the expiration day until the settlement day.
  2. Updates of haircuts:
Collateral Type Current value after haircut New value after haircut Change
EUA 90,0% 80,0% -10,0%

 

The changes will be effective 2017-11-20

 

 

For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com .

Nasdaq Derivatives Markets

Clearing Risk Management

Pièces jointes

Appendix 14 - Collateral List - 2017-11-20.pdf