CME Clearing accepts select Corporate Bonds directly or through a tri-party custodian (formerly IEF4).
|Asset Class||0 to ≤5 years||>5 to ≤10 years||>10 years|
Firms with assets exceeding specified limits may incur a true up margin requirement in an amount no less than the USDE amount over the specified limit. Firms will be notified by CME Clearing of the true up requirement amount.
All assets that are utilized to meet PB requirements in different currencies will be subject to an additional cross-currency haircut. For applicable haircuts, please see the Cross-Currency Haircut Percentages file found under Forms and Instructions.