• Parameter Updates Pertaining to the Concentration Margin Program - Effective May 16, 2024

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 24-132
      • Notice Date
      • 13 May 2024
      • Effective Date
      • 16 May 2024
    • Effective May 16, 2024, CME Clearing will enact parameter revisions to its concentration margin program for futures and options. No changes will be made to the concentration margin program methodology.

      Click here for the full text of the advisory

      24-132