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

Accepted Collateral for IEF2 - Money Market Funds

View Collateral Summary

CME Clearing offers an IEF program for Money Market Funds. See below for more information.

Notes

  • Acceptable for Base and IRS
  • Capped at $5 billion USDE across the clearing member and affiliates
  • Must be an IEF2 participant

Haircut Schedule

  • 3% haircut applied

Additional IEF2 Resources

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.

More in Financial and Collateral Management

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.

© 2020 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Policy  |  Cookie Policy  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern