OCC offers comprehensive options and futures product and series information, prices, Risk Based Haircuts and Customer Portfolio Margining data. The data is available for transfer via SFTP.
The product and series files contain information on all options and futures that are cleared by OCC. Recipients can receive daily updates and/or a full file.
The end of day price file provides the mark price and underlying price for all options and futures that are cleared by OCC.
Risk Based Haircut (RBH)
RBH data can be used to calculate capital charges based on parameters set forth in the Net Capital Rule 15c3-1.
Customer Portfolio Margining (CPM)
CPM data can be used to calculate customer account minimum margin requirements based on parameters set forth in Self-Regulatory Organization rules and the Net Capital Rule 15c3-1.