• Commingling Margins for Commodity Futures/Options and Swaps/Forwards

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 16-545
      • Notice Date
      • 27 December 2016
      • Effective Date
      • 05 February 2017

    • Effective Sunday, February 5, 2017, for trade date Monday, February 6, 2017, and pending all relevant CFTC regulatory review periods, Chicago Mercantile Exchange, Inc. (“CME”), The Board of Trade of the City of Chicago, Inc. (“CBOT”), New York Mercantile Exchange, Inc. (“NYMEX”), and Commodity Exchange, Inc. (“COMEX”) will allow the commingling of customer positions in significantly and reliably correlated futures/options and swaps/forwards and any money, securities, or property used to margin, guarantee or secure such positions, in cleared swap customer accounts.

      For the full text of the advisory, click here

      16-545

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