• Modification to Stress Shortfall Margin Add-on Program Parameters - Effective August 11, 2023

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-235
      • Notice Date
      • 08 August 2023
      • Effective Date
      • 11 August 2023

    • Effective at the end of day cycle on Friday, August 11th, the stress shortfall margin add-on threshold will be raised to $1.5 billion and the percentage parameter determining the size of the Add-on charge will be increased to 60%. Please see the full advisory for additional details.

      Click here for the full text of the advisory

      23-235

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.