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Eligibility lists for stocks, exchange-traded funds (ETFs), and corporate bonds accepted by CME Clearing as collateral to meet performance bond requirements. Additional information regarding acceptability criteria can be found on the respective collateral landing page.

Data Available

  • Eligible stocks
  • Eligible ETFs
  • Eligible corporate bonds


Contents

Other Datasets

Resources

Dates Available

Files are current and contain acceptable collateral.


Sample Files 

ReportSample File

Stock Collateral

Link

ETF Collateral

Link
Corporate Bond Collateral

Link

Sample





FAQ


 Collateral Eligibility Lists FAQ

What is the file format?

  • .CSV format

How many files are available per day?

  • Three, one per asset type.

What is the average file size?

  • Approximately 100 KB per list.

What time are the files be delivered each day?

  • If there are changes to the eligibility lists, updated files are published daily at 10:30am, 1pm, and 3pm CST.

Are the files compressed?

  • No.

Are sample files available?

  • Yes.

Where is the data sourced?

  • Internal analysis and Bloomberg Data License.

Who should be contacted with questions regarding acceptable collateral?

 Collateral File Format


Stock & ETF eligibility lists


Field Name

Excel Column

Example Value

Supported Values

Description

Cusip

A

464287226

Integer

CUSIP security identifier

Ticker

B

AGG

String

Ticker symbol

Name

C

ISHARES CORE U.S. AGGREGATE

String

Security name

Tier

D

2

Integer

Tier of eligible shares based on 30-day average trading volume

Eligible Shares

E

500000

Integer

Maximum eligible shares per clearing member and affiliates



Corporate bond eligibility list


Field Name

Excel Column

Example Value

Supported Values

Description

CUSIP

A

88579YAF8

String

CUSIP security identifier

ISIN

B

US88579YAF88

String

International Securities Identification Number 

Issuer Name

C

3M COMPANY

String

Issuer name 

Issuance Limit

D

15000000

Integer

Concentration limit by issuance (par amount) per clearing member and affiliates

Family Limit

E

200000000

Integer

Concentration limit by issuer (inclusive of stock and corporate bonds) per clearing member and affiliates

Issuer Sector

F

Industrial

String

Issuer industry sector



















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