• Review of Collateral Haircuts

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-322
      • Notice Date
      • 13 September 2021
      • Effective Date
      • 13 September 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.

      Click here for the full text of the advisory

      21-322

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