• New CPBRPT100 report provides EMIR Add-On amounts

      • To
      • CME Member Firms
      • From
      • CME Clearing
      • #
      • 16-197
      • Notice Date
      • 11 May 2016
      • Effective Date
      • 25 May 2016
    • As described in Clearing Advisory 16-191, on May 25, 2016 and pending all relevant regulatory review periods, CME Group exchanges will adopt new Rule 826, which provides that performance bond requirements for clearing member proprietary positions will be calculated to reflect a two-day liquidation period. Effective immediately, CME Clearing has begun publishing clearing report CPBRPT100 each evening, which will allow firms to anticipate the effect of this change on their house performance bond requirement when the change takes effect. The change is expected to take effect on or after May 25, 2016.


      For full text of the advisory