Industry


CANADIAN DERIVATIVES CLEARING CORPORATION (CDCC)

AMENDMENTS TO RISK MANUAL OF THE CANADIAN DERIVATIVES CLEARING CORPORATION, INTRODUCING AN AMENDED METHODOLOGY TO COMPUTE MISMATCHED SETTLEMENT RISK

NOTICE OF COMMISSION APPROVAL


In accordance with the Rule Protocol between the Ontario Securities Commission (Commission) and The Canadian Derivatives Clearing Corporation (CDCC), the Commission approved on August 17, 2018, amendments related to introducing an amended methodology to compute mismatched settlement.

A copy of the CDCC notice was published for comment on April 26, 2018 on the Commission's website at: http://www.osc.gov.on.ca. No comments were received.