Implementation Date of Enhancements to National Securities Clearing Corporation’s Clearing Fund Methodology for Exchange-Traded Products — DTCC

Implementation Date of Enhancements to National Securities Clearing Corporation’s Clearing Fund Methodology for Exchange-Traded Products Notice: a9819 Summary: NSCC is notifying Members that enhancements to its Clearing Fund methodology for ETPs, including Gap Risk, Bid-Ask Spread, and Fat Tail Adjustment Factor changes, will take effect on September 21, 2026.

Clearing fund rule change sets fixed implementation date for ETP methodology.