OSC Staff Notice of Request for Comment – Amendments to the Risk Manual for the Pricing Model on Options on Futures – Canadian Derivatives Clearing Corporation (CDCC)

Canadian Derivatives Clearing Corporation rule review

 
The Ontario Securities Commission is publishing for public comment the proposed amendments to the CDCC's risk manual. The purpose of the proposed amendments is to allow CDCC to change its pricing model in SPAN® for Options on Futures.

The comment period ends September 19, 2016.

A copy of the CDCC Notice is published on our website at http://www.osc.gov.on.ca.