Er, nothing? The central bolt, the nut you've highlighted and the pivot nut in the fork are the only parts that shouldn't be free to move. The rest of the caliper should be free to move, otherwise it won't work.
@Brommers started
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Er, nothing? The central bolt, the nut you've highlighted and the pivot nut in the fork are the only parts that shouldn't be free to move. The rest of the caliper should be free to move, otherwise it won't work.