• Review of Collateral Haircuts Advisory

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 15-331
      • Notice Date
      • 05 October 2015
      • Effective Date
      • 05 October 2015

    • In conjunction with the regular review of market volatility to ensure adequate collateral coverage, please find attached the current acceptable collateral and haircuts for CME Clearing.

      For the full text of this advisory, click here.

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