• Review of Collateral Haircuts - 3rd Quarter 2020

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 20-413
      • Notice Date
      • 28 October 2020
      • Effective Date
      • 28 October 2020

    • In conjunction with regular review of market volatility and to ensure adequate collateral coverage, the third quarter haircut review is posted.

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

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