• Margin Requirements for Positions In Delivery

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 14-141
      • Notice Date
      • 07 April 2014
      • Effective Date
      • 07 April 2014
    • When positions in physically-deliverable futures contracts go into the delivery process, they are typically assessed a special delivery margin requirement.  CME will shortly introduce a new data field into its SPAN files, to assist firms in calculating this requirement and to allow its calculation to be automated.

       

      For the full text of this advisory, click here

       

      14-141