Acceptable Collateral for Stocks & Exchange-Traded Funds
View Collateral SummaryCME Clearing accepts select stocks from the S&P 500 and exchange-traded funds as collateral. See below for more information.
- Acceptable for Base & IRS
- Capped at $500 million USDE across the clearing member and affiliates
- 30% haircut applied to the market value
- By accessing the following link, I hereby agree to the CUSIP Global Services Terms.
- Download acceptable list of Stocks:CSV
- Acceptable for Base & IRS
- Capped at $500 million USDE across the clearing member and affiliates
- 30% haircut applied to the market value
- By accessing the following link, I hereby agree to the CUSIP Global Services Terms.
- Download acceptable list of ETFs:CSV
Copyright 2020, American Bankers Association CUSIP Database provided by S&P Global Market Intelligence LLC. All Rights Reserved.
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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