• Review of Collateral Haircuts - Effective March 26, 2021

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-113
      • Notice Date
      • 26 March 2021
      • Effective Date
      • 26 March 2021

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

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

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