• Review of Collateral Haircuts - Effective January 12, 2023

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Mangers
      • From
      • CME Clearing
      • #
      • 23-012
      • Notice Date
      • 12 January 2023
      • Effective Date
      • 12 January 2023

    • 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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