he following is a list of Risk Based Haircuts documentation and their posted dates. Click the title to access the complete document.

• RBH Manual (PDF) - Last Updated: April 15, 2008
  An overview of the risk-based haircut methodology along with file layouts and calculation examples. The record layouts have been updated to reflect the recommendations of the Options Symbology Initiative. In addition to the current versions of the files, OSI compliant versions of the RBH files will be available in July of 2008. Visit the Options Symbology Initiative area for more information on milestones and pertinent dates.
  
  
• RBH Offsets Matrix (PDF) - Last Updated: September 14, 2007
  A more detailed listing of risk-based haircut treatment for indexes, containing information on class and product group offsets as well as minimum haircuts and capitalization requirements. [ View in XLS Format (XLS) ]
  
  
• Valid RBH & CPM Basket Codes (PDF) - Last Updated: May 5, 2008
  A Listing of valid basket codes being disseminated by OCC in the control records on the RBH profits & loss files. [ View in XLS Format (XLS) ]
  
  
• Index Futures in RBH (PDF) - Last Updated: January 2, 2008
  A list of index futures allowed in RBH processing, along with their respective contract quantities and exchanges.
  
  
• Valid Currency Option Symbols (PDF) - Last Updated: April 15, 2008
  A list of active currency option symbols, which are required to include spot currency positions in a haircut calculation. [ View in XLS Format (XLS) ]
  
  
• Enhanced Returns ETFs (PDF) - Last Updated: May 5, 2008
  A list of exchange traded funds (ETFs) that are designed to achieve daily investment returns that correspond to 1) inverse daily returns of a benchmark index (Short), 2) double the return of the index (Ultra), or 3) double the inverse of the daily returns of the benchmark index (UltraShort). These enhanced returns ETFs track the same indexes for which class groups already exist in the RBH/CPM parameters.
  [ View in XLS Format (XLS) ]