Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

ICE Clear Canada: Changes To Clearinghouse Margins

Date 09/07/2010

ICE Clear Canada margins are as stated below and will be reviewed on a regular basis. ICE Clear Canada reserves the right to make additional adjustments to margin requirements as required by market conditions.

Effective with the close of business on Monday, July 12, 2010

 

Commodity

Symbol

One Outright

Position (C$)

Change

Inter-Crop Year

Spread (C$)

Change

Canola      

Western Barley

RS

AB

220

120

+20

+20

160

80

+60

0

 

 

 

Notes: 

1. Posted inter-crop year spread margins cover both sides of the spread.
2. Within-crop year spreads are not margined.
3. Short option positions are subject to SPAN margining.