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Regulatory Release

Order Approving Proposed Rule Change To Clarify the Ability of the Government Securities Division To Use Implied Volatility Indicators as Part of the Volatility Model in Its Clearing Fund Formula

Details

Rule Type

Order

Release Number

34-67336

SEC Issue Date

July 2, 2012 | 2:48 pm ET

Federal Register Publish Date

July 9, 2012 | 11:32 pm ET

Document Citation

77 FR 40398

Resources

Rel. No. 34-67336

Federal Register Version

SRO Organization

Fixed Income Clearing Corporation (FICC)

Last Reviewed or Updated: July 19, 2023

Rules & Regulations

Enforcement & Litigation

Compliance

Order Approving Proposed Rule Change To Clarify the Ability of the Government Securities Division To Use Implied Volatility Indicators as Part of the Volatility Model in Its Clearing Fund Formula

Details

Resources

More in this Section

Order Approving Proposed Rule Change To Clarify the Ability of the Government Securities Division To Use Implied Volatility Indicators as Part of the Volatility Model in Its Clearing Fund Formula

Details

Resources