• Implementation of the Stress Shortfall Margin Add-on

      • To
      • Clearing Member Firms; Chief Financial Officers, Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 18-264
      • Notice Date
      • 29 June 2018
      • Effective Date
      • 02 July 2018

    • Effective July 2, 2018, and pending all relevant CFTC regulatory review periods, CME Clearing will adopt a new margin component for the Base clearing service called the Stress Shortfall Margin Add-on.

      For the full text of the advisory, click here

      18-264

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