Collateral Types Accepted for Futures, Options, Forwards, OTC FX & Commodity Swaps

Acceptable Collateral for Gold

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CME Clearing accepts gold as collateral for house requirements only. See below for more information.

Notes

Acceptable for Base and IRS
Capped at $250 million USDE across the clearing member and affiliates
Utilizing JP Morgan Chase
Limited to a clearing member's non-segregated (NSEG) requirement

Haircut Schedule

15% haircut applied to the market value

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.

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