• Fourth Quarter 2019 Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 20-059
      • Notice Date
      • 21 February 2020
      • Effective Date
      • 21 February 2020

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

      Click here for the full text of the advisory

      20-059

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