5463. Spot risk margin requirement

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    1. The spot risk margin requirement applies to all monetary assets and liabilities, regardless of term to maturity, and must be calculated as:

    2. net long (short) foreign exchange position 

         x

      spot risk margin rate

    3. The spot risk margin requirement must be converted to Canadian dollars at the current spot exchange rate.

    There is no history log for this rule.

    There is no history log for this rule.