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
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