• Parameter Updates Pertaining to the Concentration Margin Program - Effective November 9, 2018

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 18-440
      • Notice Date
      • 07 November 2018
      • Effective Date
      • 09 November 2018
    • Effective Friday, November 9, 2018, CME Clearing will update certain parameters used in the concentration margin program for futures and options. No changes will be made to the concentration margin program methodology.  

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