• Modification to Sizing Calculations for Base and IRS Guaranty Funds - Effective January 27, 2021

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-486
      • Notice Date
      • 17 December 2020
      • Effective Date
      • 27 January 2021

    • Effective January 27, 2021, CME Clearing will enact a revision to the methodology used in calculating the appropriate size of the Base Guaranty Fund and IRS Guaranty Fund (“the Guaranty Funds”) that are required pursuant to amendments to the Commodity Futures Trading Commission (“CFTC”) regulations. See the full advisory for additional detail.

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

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