• Review of Collateral Haircuts

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-067
      • Notice Date
      • 19 February 2021
      • Effective Date
      • 19 February 2021

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

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

       

       

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