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![]() General Locations:
American Stock Exchange
Chicago Board Options Exchange Chicago Board Options Exchange: Legal/Regulatory Chicago Board of Trade Chicago Mercantile Exchange FINRA Nasdaq Stock Market New York Stock Exchange One Chicago Options Clearing Corporation Securities and Exchange Commission Specific Items: -SEC rules, and Interpretations / no-action letters regarding FINRA (Financial Industry Regulatory Authority). Information regarding Risk Basked Haircuts (RBH), Customer Portfolio Margins (CPM) / Risk Based Margins (RBM) /Option Margin (OMO) Requirements, Repurchase and Reverse Repurchase Agreements (REPO), Stock Borrow and Loan (SBL), and ETF basket hedging is available here. Additionally, information regarding SEC 15c3-3 Customer Protection Rule may be perused including the Custody of Securities and the associated Reserve Formula calculation. -Includes the Risk Based Haircut Manual, Offsets Matrix, Valid RBH & CPM Basket Codes, a listing of Index Futures in RBH, valid Currency Symbols in RBH, and the Enhanced Returns ETF file (MMAF file). Risk Based Margin / Customer Portfolio Margin information can be found on this link. The OCC is the only authorized provider of Theoretical Profit and Loss values from the TIMS model as required by SEC 15c3-1 Appendix A . Fixed Income Government Securities Futures Deliverable Information CBOT, now the CME - Product specific information for interest rate futures and option on those futures may be found here including deliverable cash securities, contract terms, performance bond margins, maintenance margin and contract multipliers. A list of deliverable cusips for futures may be found by navigating each product type. For example treasury future deliverables may be found by following: Interest Rates / Interest Rate Resource Center / U.S. Treasuries / U.S. Treasury Futures Conversion Factors / 'date' Treasury conversion Factors |
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Home | Products | Company | What's New | Links | Site Map | Contact LDB LDB Consulting, Incorporated P.O. Box 512, Valparaiso, IN 46384-0512 Phone: (219) 477-1928 Fax: (219) 531-2643 Questions or Comments? Email CapComp@att.net |