In conjunction with regular review of market volatility to ensure adequate collateral coverage, please find the current acceptable collateral, haircuts and rule changes for CME Clearing below. CME Clearing reports one change to the limit applicable to Physical Gold effective close of business on October 3rd and no additions or deletions to Asset Class or haircuts. Please see CME Clearing website for more details: http://www.cmegroup.com/clearing/financial-and-collateral-management/
Should you have any questions, please contact the Risk Management department at 312-648-3888.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.