Acceptable Collateral for Corporate Bonds

CME Clearing accepts select Corporate Bonds directly via DTC or through a custodian (BBH).

• Acceptable for Base and IRS
• Capped at $2 billion USDE across the clearing member and affiliates
• Accepted either directly via DTC or through a custodian: Brown Brothers Harriman & Co.

• Concentration limit of $50 million or 2.5% of amount outstanding per issuance, whichever is less
• Concentration limit of $200 million per family
• Concentration limit of $500 million per industry sector

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.