Mortgage Backed Securities: FNMA, FHLMC, GNMA

MBS Attributes Accepted by CME Clearing*:

  • Fixed Rate
  • Conventional
  • Multi or Single Family
  • 15 or 30 year maturity types

Specific Attributes Accepted by CME Clearing, by Issuer:

Fannie Mae (FNMA)

  • Mega

Freddie Mac Clearing (FHLMC)

  • Gold
  • Giant

Ginnie Mae Clearing (GNMA)

  • Ginnie Mae I
  • Ginnie Mae II

Mandatory Criteria for the Direct Acceptance of Mortgage Backed Securities

  • Must be delivered with repo-tracking code of STRP in field 22F of Fed Wire message to Bank of New York. Please see Federal Reserve Bank Services website at http://www.frbservices.org/ for more information on repo-tracking

 

*This list represents the specific attributes of MBS acceptability by CME Clearing and does not represent the attributes which are not accepted by CME. However, for the avoidance of doubt, CME does not accept high LTV MBS.