• Review of Collateral Haircuts - Effective January 11, 2022

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 22-011
      • Notice Date
      • 11 January 2022
      • Effective Date
      • 11 January 2022

    • 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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