• New “Available Net Option Value” Reports Available in EREP

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-229
      • Notice Date
      • 08 June 2020
      • Effective Date
      • 08 June 2020

    • Beginning with the end-of-day settlement cycle for Friday, June 5, 2020, CME Clearing is making available four new reports to clearing firms via the EREP report distribution system. The reports illustrate the effect of a 10% haircut on the excess positive Net Option Value (NOV) over the Risk at each client account, as announced in Clearing Advisory 20-221, published June 1, 2020, at:
      https://www.cmegroup.com/notices/clearing/2020/06/Chadv20-221.html

      Click here for the full text of the advisory

      20-229

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