Delta adjustment in member level reports EMIR Refit (CCP Harmonized file & EMIR V5)

Published

Please be informed that from 26th of April 2024, the value of delta is being incorrectly reflected in member level reports for EMIR Refit (CCP Harmonized file & EMIR V5). 

The change in delta formatting will be implemented starting from 27th of May 2024 where value of delta will be populated in range from -1 to 1 (including -1 and 1) in member level reports for EMIR Refit (CCP Harmonized file & EMIR V5).

 

For additional information concerning this notice please contact Clearing Operations, telephone +46 8 405 68 80, or clearing@nasdaq.com