• Quarterly Haircut Review - 4Q 2018 - Effective January 11, 2019

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 19-019
      • Notice Date
      • 11 January 2019
      • Effective Date
      • 11 January 2019

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

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

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