Rule IIROC may impose special margin requirements on particular options or options positions. Guidance/Notices 10/14/21 Accounting and margin for repurchase and resale agreements Type: Rules Notice Subtype: Guidance Note 10/14/21 Clearing arrangements Type: Rules Notice Subtype: Guidance Note 10/14/21 Potential early exercise risk when American style options are used in a box spread strategy Type: Rules Notice Subtype: Guidance Note History There is no history log for this rule. Disciplinary History There is no history log for this rule. Jump to another section in Rule 5700 5701. Introduction 5710. Agreement and account requirements 5711. Requirement to calculate and obtain margin from clients 5712. Requirements for option offset strategies 5714. Treatment of option positions issued by different clearing corporations 5715. Summary reference tables of common strategies 5720. Long option positions 5721. Short option positions 5725. Hedged option positions 5730. Call option spreads and put option spreads 5731. Short call option – short put option spread 5732. Long call option – long put option spread 5733. Long call option – short call option – long put option 5734. Long warrant – short call option 5735. Box spread 5736. Long butterfly spread 5737. Short butterfly spread 5738. Long condor spread 5739. Short iron butterfly spread 5740. Short iron condor spread 5750. Long underlying interest or convertible security – short call option combination 5751. Long underlying interest – long put option combination 5752. Short underlying interest – long call option combination 5753. Short underlying interest – short put option combination 5754. Conversion or long tripo combination 5755. Reconversion or short tripo combination 5760. Long index futures contract – short call option combination 5761. Long futures contracts – long put option combination 5762. Short futures contracts – long call option combination 5763. Short futures contracts – short put option combination 5764. Futures conversion or long tripo combination 5765. Reconversion or short tripo combination 5770. Long qualifying basket of index securities – short index participation units 5771. Long index participation units – short qualifying basket of index securities 5772. Index futures contracts – qualifying baskets of index securities or index participation units 5775. Cross index offset combinations involving index products 5776. Optional use of the Standard Portfolio Analysis methodology 5780. Long option positions 5781. Short option positions 5782. Hedged option positions 5783. Option spreads and combinations 5784. Confirmation, delivery and exercise 5790. Minimum margin requirements
10/14/21 Accounting and margin for repurchase and resale agreements Type: Rules Notice Subtype: Guidance Note
10/14/21 Potential early exercise risk when American style options are used in a box spread strategy Type: Rules Notice Subtype: Guidance Note