• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 13-590
      • Notice Date
      • 27 December 2013
      • Effective Date
      • 06 January 2014
    • 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.  Effective January 6th RTH, off the run haircuts will no longer be applicable. Please note that the changes column found below indicates any near term changes to collateral and haircuts. 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 the Financial Management group at 312-207-2594

       

      FOR THE FULL TEXT OF THIS ADVISORY, CLICK HERE

       

      13-590

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.