• Review of Collateral Haircuts - Effective July 23, 2021

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-261
      • Notice Date
      • 23 July 2021
      • Effective Date
      • 23 July 2021

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

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

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