Clearing Organization Rules : 23277

Organization: CME

Description: Change from SPAN to HVaR methodology for calculating "cash mark-to-market" margin for CME Cleared OTC FX Spot, Forward and Swap Transactions; 12-102

Official Receipt Date: 2012-03-30 00:00:00

Status: Certified

Date: 2012-04-14 00:00:00

Remarks: