CME Clearing accepts Canadian provincials from Ontario and Quebec as collateral. See below for more information.
|Asset Class||Time to Maturity|
|0 to ≤1 years||>1 to ≤3 years||>3 to ≤5 years||>5 to ≤10 years
||>10 to ≤30 years
|Select nominal discount bills from the following Canadian Provinces: Ontario and Quebec||25%||--||--||--|
|Select fixed-rate, nominal notes and bonds from the following Canadian Provinces: Ontario and Quebec||25%||--||--||--|
Firms with assets exceeding specified limits may incur a true up margin requirement in an amount no less than the USDE amount over the specified limit. Firms will be notified by CME Clearing of the true up requirement amount.
All assets that are utilized to meet PB requirements in different currencies will be subject to an additional cross-currency haircut. For applicable haircuts, please see the Cross-Currency Haircut Percentages file found under Forms and Instructions.