Article 33 1.
For the purpose of calculating K‐DTF, DTF shall be the rolling average of the value of the total daily trading flow, measured throughout each business day over the previous nine months, excluding the three most recent months. DTF shall be the arithmetic mean of the daily values from the remaining six months. K‐DTF shall be calculated on the first business day of each month.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
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Requirement |
3. Related Standards
Standards
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Requirement |
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