April 8, 2022
this is a pure example of market manipulation, youre changing the rules at the last second because the fortran algorithm being run has hit it's point of tipping on the entropy scale. this is facilitated by the federal reserve and it's 23 direct market makers to prop up the inflated value of the derivatives market, it's failure in programming comes from the inability to be adaptive. using an inversion equation over the exact same formula will reveal the truth to this, all this can be found in FORTRAN 77 numerical recipes which is likely the system used by IBM when the DTCC and OCC needed to work algorithms with more and more complexity to manipulate larger markets in an interconnected fashion.
this is a foundation built on lies and changing the way youre accounting for volatility isn't going to do anything but slow down the inevitable collapse. the feds minutes even goes into detail on this with reference to the balance sheet runoff predicted to affect 90% of all the top financial institutions, because you already adjusted inflation calculations to ease the fall already.
these rule changes only ever react to events, all the time when you could have been pro active about what you already knew was wasted on an older event in a repeating loop.