In conjunction with regular review of market volatility to ensure adequate collateral coverage, please find the current acceptable collateral and haircuts for CME Clearing below. CME Clearing reports the addition of Japanese Government Bonds for Futures, CDS, and IRS and Offshore Chinese Renminbi for Futures to the acceptable collateral list. Please see the table below for haircut information. Please see CME Clearing website for more details. http://www.cmegroup.com/clearing/financial-and-collateral-management/
Should you have any questions, please contact the Risk Management department at 312-648-3888 or Financial Management Group at 312-207-2594.
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.