Swap Execution Facility Rules : 41258
Organization: TRAD
Description: Amendment to the the formula for calculating actual realized daily volatility of Volatility Swaps.
Official Receipt Date: 2019-04-01 00:00:00
Status: Certified
Date: 2019-04-15 00:00:00
Remarks:
| Associated Documents |
|---|
| Cover Sheet |
| CFTC Submission |
| Appendix D |