In conjunction with regular review of market volatility to ensure adequate collateral coverage, please find the current acceptable collateral and haircuts for CME Clearing below. Effective July 15th ITD cycle, Mexican peso and Turkish lira will only be applied to meet their respective currency requirements. Please note that the changes column found below indicates any near term changes to collateral and 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 or Financial Management Group at 312-207-2594.
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