Clearing Organization Rules : 51571

Organization: CCD

Description: Self-certification of CCD's Futures Market Risk Models, which includes CCD's Margin Model (i.e., margin methodology) and CCD's Stress Model, for margined futures contracts on bitcoin and ether.

Official Receipt Date: 2023-09-21 00:00:00

Status: Certified

Date: 2023-10-05 00:00:00

Remarks:

Associated Documents
FOIA Request for Confidential Treatment
CCD Margin Methodology (2023-03C) (Cover Letter)