Clearing Organization Rules : 25151
Organization: CME
Description: Use of OIS discounting in initial margin computations for AUD, GBP and JPY interest rate swaps; 12-474.
Official Receipt Date: 2012-12-27 00:00:00
Status: Certified
Date: 2013-01-12 00:00:00
Remarks:
Associated Documents |
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CME Rule Submission 12/27/12: rul122712cme001 |