• Review of Collateral Haircuts - Effective September 07, 2023

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 23-269
      • Notice Date
      • 07 September 2023
      • Effective Date
      • 07 September 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