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Markets > Interest Rate Market > Initial Margin Requirements and Volatility Skew

Initial Margin Requirements and Volatility Skew

Initial Margin Requirements

Title	Date	Size	Download	Comments
Y883	Friday, May 04, 2012	66.73 KB
Y869	Tuesday, April 10, 2012	72.26 KB

Volatility Skew

Title	Date	Size	Download	Comments
01. Interest Rate Volatility Skew – 10 May 2012	Thursday, May 10, 2012	705.50 KB
03. Rules and Guidelines – Interest Rate Volatility Skew Calibration (29 February 2012)	Wednesday, April 11, 2012	222.17 KB
04. Proposed Rules and Guidelines – Volatility Skew Calibration	Wednesday, April 11, 2012	264.44 KB
05. Minutes from Bond Options Market Forum - 22 November 2011	Wednesday, April 11, 2012	116.06 KB