• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-417
      • Notice Date
      • 28 September 2012
      • Effective Date
      • 28 September 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 no additions or deletions to the acceptable collateral list. 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 or Financial Management group at 312-207-2594.

      For the full text of this advisory...