• Modification to Stress Shortfall Margin Add-on Program Parameters - Effective July 01, 2024

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 24-163
      • Notice Date
      • 11 June 2024
      • Effective Date
      • 01 July 2024

    • Effective at the end of day cycle on Monday, July 1st, 2024, the stress shortfall margin add-on threshold will be raised to $1.6 billion and the percentage parameter determining the size of the Add-on charge will be increased to 70%. Please see the full advisory for additional details.

      Click here for the full text of the advisory

      24-163

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