• September 2017 Eligible ETFs and Stocks

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 17-347
      • Notice Date
      • 07 September 2017
      • Effective Date
      • 07 September 2017
    • CME Clearing accepts a select number of shares of ETFs and stocks for customer and house segregated performance bond collateral for Base Guaranty Fund products. ETFs and stocks are each capped at $500 million per clearing member firm. Please refer to the Standard Acceptable Collateral and Resources website for further details regarding acceptable collateral, haircuts, and limits.

      For ETF and stock acceptance criteria and a list of eligible ETFs and stocks, please see the Standard Acceptable Collateral and Resources website. CME Clearing utilizes a tiering methodology based on average daily volume to determine the number of eligible shares per clearing member firm.

      For the full text of the advisory, click here

      17-347