Mortgage Backed Securities

Mortgage Backed Securities: FNMA, FHLMC, GNMA

  • 15 or 30 year maturity types
    • Mega
    • MBS

Freddie Mac Clearing (FHLMC)

  • 15 or 30 year maturity types
    • Gold
    • Giant

Ginnie Mae Clearing (GNMA - Government National Mortgage Association)

  • 15 or 30 year maturity types
    • Ginnie Mae I
    • Ginnie Mae II

Allowable Attributes:

  • fixed rate
  • conventional
  • multi or single family

Mandatory Criteria for the Direct Acceptance of Mortgage Backed Securities

  • Must have an active price as carried by the Bloomberg Generic Pricing System
  • Must be delivered with repo-tracking code of STRP in field 22F of Fed Wire message to Bank of New York and JP Morgan Chase. Please see Federal Reserve Bank Services website at for more information on repo-tracking


  • U.S. Agencies, Mortgage Backed Securities, Tstrips, and TIPS on a combined basis are capped at 40% of firm's core requirement.
  • U.S. Agencies, Mortgage Backed Securities, Tstrips TIPS, IEF 2, Foreign Sovereign debt, IEF 4, Gold, Exchange Traded Funds, and Stock are capped at $7 billion per Clearing Member firm.
  • Haircut is 11% on a market value.

Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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Toll Free: +1 866 716 7274

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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.