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SECURITIES AND EXCHANGE COMMISSION (Release No[removed]; File No. SR-ICEEU[removed]June 5, 2013 Self-Regulatory Organizations; ICE Clear Europe Limited; Notice of Filing of Amendment No. 2 to Proposed Rule Change to Cl
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Document Date: 2013-06-06 15:03:20

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File Size: 51,92 KB

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City

Border Security / New York / /

Company

LIFFE / LCH Clearnet Limited / Chicago Mercantile Exchange Inc. / ICE Clear Europe Limited / Morgan Guaranty Trust Company / /

Continent

Europe / /

Country

United States / /

IndustryTerm

margin framework algorithm / v4 algorithm / securities product / securities products / certain information technology services / clearing services / risk management / energy contracts / /

Organization

F&O Guaranty Fund / LIFFE Administration / Brussels Office / I. Self-Regulatory Organization / Securities and Exchange Commission / Self-Regulatory Organization / /

Product

Euroclear System / /

Technology

SPAN®1 v4 algorithm / margin framework algorithm / SPAN algorithm / information technology / be calculated using the SPAN®1 v4 algorithm / /

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