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

Acceptable Collateral for Stocks & Exchange-Traded Funds

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CME Clearing accepts select stocks from the S&P 500 and exchange-traded funds as collateral. See below for more information.

Stocks

Notes

  • Acceptable for Base & IRS
  • Capped at $500 million USDE across the clearing member and affiliates

Stock Acceptance Criteria

Haircut Schedule

  • 30% haircut applied to the market value

Additional Resources

Exchange-Traded Funds (ETFs)

Notes

  • Acceptable for Base & IRS
  • Capped at $500 million USDE across the clearing member and affiliates

ETF Acceptance Criteria

Haircut Schedule

  • 30% haircut applied to the market value

Additional Resources

Copyright 2019, 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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