Package

EP155 Customer Gross Margin Reporting Extensions

A new CFTC reporting requirement called Customer Gross Margining (CGM), CFTC Regulation 39.13(g)(8)(i), will require a significant change in how DCOs calculate performance bond (initial margin) requirements for customer positions. DCOs will be required to set minimum performance bond levels as the sum of requirements calculated for each individual customer account. This extension adds new...