Acceptable Collateral for Stocks & Exchange-Traded Funds
View Collateral SummaryAs of January 22, 2021, the acceptable lists of stocks, exchange-traded funds, and corporate bonds are no longer available on the CME Group website. To access the eligibility lists, customers are required to license each dataset via CME DataMine.
CME 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
- CME DataMine hosts the acceptable list of Stocks. Click here to access >
- Instructions to access the eligible collateral lists via CME DataMine can be found in the Access Guide.
- Acceptable for Base & IRS
- Capped at $500 million USDE across the clearing member and affiliates
- 30% haircut applied to the market value
- CME DataMine hosts the acceptable list of ETFs. Click here to access >
- Instructions to access the eligible collateral lists via CME DataMine can be found in the Access Guide.
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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