• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 12-004
      • Notice Date
      • 04 January 2012
      • Effective Date
      • 04 January 2012

    • In conjunction with regular review of market volatility to ensure adequate collateral coverage, please find the current acceptable collateral and haircuts for CME Clearing below. CME Clearing reports the addition of new currencies to the acceptable collateral list for IRS. Please see the table below for haircut information. Please see CME Clearing website for more details.

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

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