Standard Acceptable Collateral and Resources

CME Clearing manages billions of dollars each day in the process of balancing accounts and maintaining performance bonds/margins.

CME Clearing is dedicated to meeting the needs of its clearing firms and end-clients in regards to collateral acceptance while accepting a diverse portfolio of assets. CME Clearing will consider the acceptance of additional collateral types, given that it is high quality and highly liquid collateral that is appropriate for the industry. For more information, click here.

Learn more about:

  • Types of collateral that can be used
  • Ways members can earn interest on their deposit
  • Daily financial processing cycle

Navigate the tabs to view standard acceptable collateral for the different asset types.

 

Forms and Instructions

Forms

 

Instructions

 

Data Files

  • Haircut Percentages - this CSV-format datafile provides haircut percentages for asset types accepted by CME Clearing in machine-readable format (July 20, 2015) (CSV)
  • 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) (CSV)
  • Documentation for Haircut Percentage datafiles - explains the two datafiles and how they work (March 5, 2015) (PDF)

 

Cash Interest Pass – Through