Product Terms and Conditions Rules - Swap Execution Facilities : 41259
Organization: TRAD
Description: Revised formula for calculating actual realized daily volatility of Volatility Swaps.
Products Affected: Volatility Swaps.
Official Receipt Date: 2019-04-01 00:00:00
Status: Certified
Date: 2019-04-15 00:00:00
Remarks:
| Associated Documents |
|---|
| Appendix D |
| Cover Sheet |
| CFTC Submission |