Forms and Instructions

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Forms

Data Files

Haircut Percentages - this CSV-format datafile provides haircut percentages for asset types accepted by CME Clearing in machine-readable format (July 20, 2015) 

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 (March 5, 2015) 

Haircut Percentage Datafiles - explains the Haircut Percentages and Cross-Currency Haircut Percentages datafiles and how they work (March 5, 2015) 

Specification Documents

CST550IM Report Specifications - details the CST550IM (Asset Application) report and datafields (August 31, 2018)

Collateral On Deposit Report Specifications - details the csv version of the CAI500 (Collateral on Deposit) report and datafields (January 5, 2015)

Collateral API - CSV Format - details the required format for transaction upload files, response files, and transaction status files for CME's Collateral API (June 9, 2015)