• Parameter Updates Pertaining to the Concentration Margin Program - Effective March 18, 2020

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-110
      • Notice Date
      • 18 March 2020
      • Effective Date
      • 18 March 2020

    • Effective March 18, 2020, CME Clearing will enact parameter revisions to its 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.

       

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