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.