• Collateral Categorization & Limit Changes - Performance Bond

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 16-064
      • Notice Date
      • 05 February 2016
      • Effective Date
      • 04 March 2016
    • Effective March 4, 2016 at RTH cycle, pending regulatory approval, CME Clearing will remove the existing 4 categories for classifying the asset types that CME presently accepts from clearing members to meet performance bond requirements and the percentage limits presently attached to each asset type within each of the 4 categories. CME will impose hard dollar limits on each asset type other than cash, U.S. Treasuries (T-Bills, TFRNs, T-Notes, and T-Bonds) and IEF5.

      For more information, please contact Bryan McBlaine at 312-338-2469 or Ryan Hajen at 312-634-8871.

      For the full text of this advisory, please click here.