• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 14-374
      • Notice Date
      • 26 September 2014
      • Effective Date
      • 26 September 2014
    • In conjunction with the regular review of market volatility to ensure adequate collateral coverage, please find below the current acceptable collateral and haircuts for CME Clearing.  Please note that the changes column identified below indicates any near term changes to collateral and haircuts.  Please see the 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, please click here.