• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 14-268
      • Notice Date
      • 27 June 2014
      • Effective Date
      • 27 June 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. 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