• 2018 - Third Quarter Review of Haircuts

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 18-406
      • Notice Date
      • 10 October 2018
      • Effective Date
      • 10 October 2018

    • In conjunction with the regular review of market volatility to ensure adequate collateral coverage, please find below the current acceptable collateral and haircuts for CME Clearing. 

      For the full text of this advisory, please click here.

       

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