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Intra Day Margin Project

2007
22 March-Go live date
12 March-Go live date and update on daily schedule
26 February-Member tests and sign-off
12 February-Multiple sessions “With Cover Call”
06 February-Service description update
25 January-IDM member testing
12 January-Thresholds for the parallel-run test
2006
20 December-IDM Launch scheduled in March 2007
07 December-Implementation of Short Option Minimum (SOM) calculation change, effective as of the close of business day (cob) 8 December 2006
21 November-Intra-day Margin Project: Member testing on EUA platform
15 November-Intra-day Margin project
07 November-Short Option Minimum calculation formula update in production as from the 9th December 2006
20 October-Short Option Minimum calculation formula update in production as from the 9th December 2006
02 October-SPAN® Risk Parameter file update on Production 27th October 2006
18 September-Short Option Minimum calculation formula testing
08 September-Updates in the CATS report
08 September-SPAN® Risk Parameter file on EUA
28 July-Service Description