| 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 Bonds & Bills | Current value after haircut | New value after haircut | Change |
| British 5-10Y | 94,0% | 93,0% | -1,0% |
| British 20-30Y | 84,0% | 80,5% | -3,5% |
| Danish 10-20Y | 95,5% | 96,0% | +0,5% |
| Dutch 5-10Y | 96,0% | 96,5% | +0,5% |
| Dutch 20-30Y | 90,5% | 91,0% | +0,5% |
| Finnish 10-20Y | 92,5% | 93,0% | +0,5% |
| French 0-5Y | 96,5% | 97,0% | +0,5% |
| French 20-30Y | 86,0% | 86,5% | +0,5% |
| French >30Y | 83,0% | 83,5% | +0,5% |
| Covered Bonds | Current value after haircut | New value after haircut | Change |
| 5-10Y | 91,5% | 90,0% | -1,5% |
|
World Bank Green Bonds |
Current value after haircut | New value after haircut | Change |
| 20-30Y | 86,0% | 86,5% | +0,5% |
| Equities | Current value after haircut | New value after haircut | Change |
| ESSITY B | 74% | 73% | -1,0% |
The changes will come into force 2017-09-27
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 Market
Clearing Risk Management
