• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 12-144
      • Notice Date
      • 30 March 2012
      • Effective Date
      • 30 March 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 corporate bonds to the acceptable collateral list for Futures and IRS. Please see the table below for haircut information. Please see CME Clearing website for more details. Should you have any questions, please contact the Risk Management department at 312-648-3888 or Financial
      Management group at 312-207-2594.

      For the Full Text of this Advisory...