Notice of Commission Approval – Proposed Amendments to the Risk Manual of CDCC to Change the Initial Margin Model for Bond Derivatives – 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 the Amendments to the Risk Manual of CDCC to Change the Initial Margin Model for Bond Derivatives.

A copy of the CDCC notice was published for comment on June 03, 2021 on the Commission's website at: www.osc.ca.