• Review of Collateral Haircuts - 2nd Quarter 2020

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 20-278
      • Notice Date
      • 20 July 2020
      • Effective Date
      • 20 July 2020

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

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

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