• November 2017 Eligible ETFs and Stocks - Effective November 6, 2017

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 17-419
      • Notice Date
      • 06 November 2017
      • Effective Date
      • 06 November 2017
    • CME Clearing accepts a select number of shares of ETFs and stocks for Base and IRS performance bond requirements. 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.

      If you need further information about the ETF and Stock Programs, please contact the Financial Unit at (312) 207-2594.

      For the full text of this advisory, please click here