• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Back Office Managers; Chief Financial Officers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-570
      • Notice Date
      • 28 December 2012
      • Effective Date
      • 28 December 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.

      For the full text of this advisory...

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