• CDS Guaranty Fund Change

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-278
      • Notice Date
      • 03 July 2012
      • Effective Date
      • 03 July 2012
    • Please be advised that CME Clearing has revised the methodology used to calculate each CDS Clearing Member’s contribution to the CDS Guaranty Fund. Effective immediately, CME Clearing will calculate each CDS Clearing Member’s CDS Guaranty Fund contribution using a thirty (30) day trailing average for the calculation.
       
      CDS Clearing Members’ CDS Guaranty Fund contribution amount using the thirty (30) day average will reflected in the next Guaranty Fund Calculation. 

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