• First Implementation of Changes to Guaranty Fund and Concentration Margining

      • To
      • Chief Executive Officers, Chief Compliance Officers, Chief Financial Officers
      • From
      • CME Clearing
      • #
      • 11-183
      • Notice Date
      • 25 May 2011
      • Effective Date
      • 01 June 2011

    • As approved by the Clearing House Risk Committee (“CHRC”) at its May 3, 2011 meeting, the following incremental changes to CME Clearing’s Base Guaranty Fund calculation and Concentration Margin program will be effective at the close of business on June 1, 2011. 

       

      For the full text of this advisory, please click here.

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