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:
Government Bonds & Bills
Current value after haircut
New value after haircut
Change
Danish 10-20Y
96,0%
93,5%
-2,5%
Dutch 10-20Y
94,0%
94,5%
0,5%
Dutch >30Y
90,5%
70,0%
-20,5%
Finnish 0-5Y
96,5%
97,0%
0,5%
Finnish 5-10Y
95,0%
94,5%
-0,5%
Finnish >30Y
86,0%
70,0%
-16,0%
French 10-20Y
89,0%
89,5%
0,5%
Swedish 5-10Y
94,5%
95,0%
0,5%
Swedish 10-20Y
92,0%
92,5%
0,5%
British 5-10Y
94,0%
93,0%
-1,0%
World Bank Green Bonds
Current value after haircut
New value after haircut
Change
5-10Y
96,0%
95,0%
-1,0%
20-30Y
86,5%
87,0%
0,5%
Covered bonds
Current value after haircut
New value after haircut
Change
0-5Y
94,5%
95,0%
0,5%
5-10Y
88,5%
89,5%
1,0%
10-20Y
88,0%
88,5%
0,5%
20-30Y
87,0%
88,0%
1,0%
Share
Current value after haircut
New value after haircut
Change
ERIC B
63%
62%
-1%
ESSITY B
75%
73%
-2%
GETI B
65%
62%
-3%
SKF B
73%
71%
-2%
The changes will come into force 2018-12-19
For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com.
