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Request for Confirmation on Notional Amount Calculation Methodology for Swaptions

Request for Confirmation on Notional Amount Calculation Methodology for Swaptions

20 December 2012 6:30pm EST

FIA PTG submits comments regarding the appropriate methodology for calculating “notional amount” with respect to certain options and swaptions (collectively “options”), as such term is used in the de minimis exception to the definition of “swap dealer” in the Final Rule, Further Definition of “Swap Dealer,” et al., 77 Fed. Reg. 30596 (May 23, 2012).

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FIA-PTG-Notional-Value-Computation-Methodology.pdf (141.78 KB)

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