• Review of Collateral Haircuts - Effective February 10, 2023

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 23-041
      • Notice Date
      • 10 February 2023
      • Effective Date
      • 10 February 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.

      Click here for the full text of the advisory

      23-041

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