• Review of Collateral Haircuts - Effective April 04, 2024

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 24-096
      • Notice Date
      • 04 April 2024
      • Effective Date
      • 04 April 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.

      Click here for the full text of the advisory

      24-096

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