In conjunction with the new CFTC Regulation 39.33, CME plans to amend the categorization and limits for some types of collateral eligible to meet performance bond requirements in an effort to align composition with the CFTC’s definition of qualifying liquidity resources. Please see website for applicability of each asset class towards CDS, IRS, and Base requirements.
Pending regulatory review, effective April 1, 2014, the following are changes to the performance bond categories for acceptable collateral types.
For operational questions, please contact CME Clearing Financial Unit at 312-207-2594. For Risk Management related questions, please contact CME Clearing Risk Unit at 312-648-3888.