Clearing Organization Rules : 42228
Organization: OCC
Description: Proposed rule change related to enhancements to the Vanilla Option Model and Smoothing Algorithm used in OCC's margin methodology.
Official Receipt Date: 2019-08-28 00:00:00
Status: Certified
Date: 2019-09-12 00:00:00
Remarks:
| Associated Documents |
|---|
| SR-OCC-2019-005 (CFTC Letter) |
| CFTC Confidentiality Request 08.28.2019 |