• Modification to Stress Shortfall Margin Add-on Program Parameters - Effective January 04, 2022

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-468
      • Notice Date
      • 13 December 2021
      • Effective Date
      • 04 January 2022

    • Beginning Tuesday, January 4th, the stress add-on percentage charge will be increased to 40%. The $1.25B threshold remains unchanged. Please see the full advisory for additional details.

      Click here for the full text of the advisory

      21-468

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