• Automation of the Stress Shortfall Margin Add-on Program - Effective March 7, 2019

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-075
      • Notice Date
      • 28 February 2019
      • Effective Date
      • 07 March 2019

    • Effective March 7, 2019, the Stress Add-on will be implemented on an automated basis and thereby will change daily for impacted firms.  Details on a given firm's stress losses and potential margin charges will be available in their individual CPB992 reports, titled "The Stress Shortfall Margin Add-on Report."

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

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