Clearing Organization Rules : 33089
Organization: OCC
Description: This proposed rule chnage concerns modification of OCC's margin methodology by incorporating varions in implied volatility.
Official Receipt Date: 2015-10-05 00:00:00
Status: Certified
Date: 2015-10-20 00:00:00
Remarks:
| Associated Documents |
|---|
| SR-OCC-2015-016 Main |
| Confidential Treatment Request |