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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:
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| Government Bonds & Bills | Current value after haircut | New value after haircut | Change |
| Austrian 0-5Y | 97,0% | 96,5% | -0,5% |
| Austrian 10-20Y | 90,5% | 91,0% | 0,5% |
| Austrian 20-30Y | 85,0% | 85,5% | 0,5% |
| Austrian >30Y | 84,5% | 70,0% | -14,5% |
| Dutch 5-10Y | 96,5% | 96,0% | -0,5% |
| French 5-10Y | 94,0% | 93,5% | -0,5% |
| French 20-30Y | 86,5% | 84,5% | -2,0% |
| German 0-5Y | 96,0% | 97,0% | 1,0% |
| German 10-20Y | 93,0% | 93,5% | 0,5% |
| German 20-30Y | 90,0% | 89,0% | -1,0% |
| German >30Y | 88,5% | 70,0% | -18,5% |
| British 5-10Y | 93,5% | 94,0% | 0,5% |
| British 10-20Y | 87,0% | 87,5% | 0,5% |
| British 20-30Y | 81,0% | 81,5% | 0,5% |
| Covered Bonds | Current value after haircut | New value after haircut | Change |
| 5-10Y | 87,0% | 88,5% | 1,5% |
| 10-20Y | 87,0% | 88,0% | 1,0% |
| 20-30Y | 85,5% | 87,0% | 1,5% |
| Share | Current value after haircut | New value after haircut | Change |
| ALFA | 69% | 70% | 1% |
| ALIV | 73% | 67% | -6% |
| ATCO A | 71% | 70% | -1% |
| ATCO B | 71% | 68% | -3% |
| ERIC B | 62% | 63% | 1% |
| ESSITY B | 73% | 75% | 2% |
| SKF B | 71% | 73% | 2% |
| 2. New eligible collateral: |
| Share | Value after haircut |
| HEXA B | 62% |
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The changes will come into force 2018-11-12
For further information regarding this exchange notice please contact Clearing Risk Management, telephone +46 8 405 70 88, or clearing.risk@nasdaq.com. |
Clearing Risk Management
