• Review of Collateral Haircuts - Effective February 08, 2024

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 24-041
      • Notice Date
      • 08 February 2024
      • Effective Date
      • 08 February 2024

    • 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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