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 January 6th RTH, off the run haircuts will no longer be applicable. 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/
Register for regular updates here and manage your email preferences.