Forms and Instructions

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Data Files

Haircut Percentages - this CSV-format datafile provides haircut percentages for asset types accepted by CME Clearing

Cross-Currency Haircut Percentages - this CSV-format datafile specifies the additional haircut percentages that are taken when assets denominated in a particular currency are applied to requirements in another currency 

Haircut Percentage Datafiles - explains the Haircut Percentages and Cross-Currency Haircut Percentages datafiles and how they work 

Specification Documents

Asset Application Report Specifications - details the CST550IM report and datafields

Collateral Inventory Report Specifications - details the csv version of the CAI500 report and datafields 

Variation Detail Report Specifications - details the CME.VM.Detail report and datafields

Collateral Transaction Upload/Response - details the required format for collateral transaction upload files as well as formats of response and status files