• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Mangers
      • From
      • CME Clearing
      • #
      • 11-351
      • Notice Date
      • 30 September 2011
      • Effective Date
      • 30 September 2011
    • In conjunction with regular review of market volatility to ensure adequate collateral coverage, please find the current acceptable collateral, haircuts and rule changes for CME Clearing below. CME Clearing reports one change to the limit applicable to Physical Gold effective close of business on October 3rd and no additions or deletions to Asset Class or haircuts. Please see CME Clearing website for more details: http://www.cmegroup.com/clearing/financial-and-collateral-management/

      Should you have any questions, please contact the Risk Management department at 312-648-3888.


      For the full text of this advisory...