• March 2016 Eligible ETFs and Stocks

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 16-109
      • Notice Date
      • 10 March 2016
      • Effective Date
      • 10 March 2016
    • CME Clearing accepts a select number of shares of ETFs and stocks for customer and house segregated performance bond collateral for Base Guaranty Fund products. ETFs and stocks are each capped at $500 million per clearing member firm. Please refer to the Standard Acceptable Collateral and Resources website for further details regarding acceptable collateral, haircuts, and limits.

      For ETF and stock acceptance criteria and a list of eligible ETFs and stocks, please see the Standard Acceptable Collateral and Resources website. CME Clearing utilizes a tiering methodology based on average daily volume to determine the number of eligible shares per clearing member firm.

      If you need further information about the ETF and Stock Programs, please contact the Financial Unit at (312) 207-2594 or the Risk Management Group at (312) 648-3888.

      CLICK HERE FOR THE FULL TEXT OF THE ADVISORY

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