Review of Collateral Haircuts - Effective August 08. 2024
To
Clearing Member Firm; Chief Financial Officers; Back Office Managers; Margin Managers
From
CME Clearing
#
24-225
Notice Date
08 August 2024
Effective Date
08 August 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.