• Parameter Update Pertaining to the Concentration Margin Program - Effective December 16, 2020

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-480
      • Notice Date
      • 15 December 2020
      • Effective Date
      • 16 December 2020

    • Effective December 16, 2020, CME Clearing will enact a parameter change 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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