Haircut Percentages - this CSV-format datafile provides haircut percentages for asset types accepted by CME Clearing in machine-readable format (July 20, 2015)
Cross-Currency Haircut Percentages - this CSV-format datafile specifies the additional haircut percentages that are taken when assets denominated in a particular currency are applied to requirements in another currency (March 5, 2015)
Documentation for Haircut Percentage datafiles - explains the two datafiles and how they work (March 5, 2015)
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.