Notice of Commission Approval – Proposed Amendments to the Risk Manual of the CDCC With Respect to the Base Initial Margin Model for Fixed Income Products – Canadian Derivatives Clearing Corporation (CDCC)

Canadian Derivatives Clearing Corporation rule review

In accordance with the Rule Protocol between the Ontario Securities Commission (Commission) and the Canadian Derivatives Clearing Corporation (CDCC), the Commission approved on April 20, 2023 the amendments to the CDCC Risk Manual with respect to the Base Initial Margin Model for Fixed Income products.

A copy of the CDCC Notice was published for comment on February 24, 2022 on the Commission’s website at www.osc.ca.