• Collateral Haircuts- Effective Thursday, July 28, 2011

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 11-262
      • Notice Date
      • 25 July 2011
      • Effective Date
      • 26 July 2011

    • As per the normal review of market volatility to ensure adequate collateral coverage, CME Clearing will implement the following collateral haircuts effective with the close of business on Thursday, July 28, 2011.

       

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

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