• Review of Collateral Haircuts

      • To
      • Clearing Members Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 20-217
      • Notice Date
      • 29 May 2020
      • Effective Date
      • 10 June 2020

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

      Click here for the full text of the advisory

      20-217

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