Request for Comment – Notice of Proposed Margin Requirements for Structured Products – Investment Industry Regulatory Organization of Canada (IIROC)

IIROC is publishing for public comment proposed amendments to the Dealer Member Rules (DMR) that would allow margining of structured products using either a fixed rate or an alternative component margining methodology (Proposed Amendments).

The main purpose of the Proposed Amendments is to formally recognize a margin methodology for structured notes as the current DMR do not specifically address margin requirements for these products.

A copy of the IIROC Notice, including the text of the Proposed Amendments, is also published on our website at www.osc.ca. The comment period ends on April 12, 2021.