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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
  • Eligible short-term UST ETF


Contents

Table of Contents
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Other Datasets

Child pages (Children Display)
pageCME DataMine Datasets

Resources

Dates Available

Files are current and contain acceptable collateral.

Sample Files 

ReportSample File

Stock Collateral

Download

ETF Collateral

Download
Corporate Bond Collateral

Download

Short-Term UST ETF Collateral

Download




FAQ


Expand
titleCollateral Eligibility Lists FAQ

What is the file format?

  • .CSV format

How many files are available per day?

  • Files are updated as needed by CME clearing. Thus, datasets will be available at irregular intervals.

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, DataMine will have the updated file uploaded at any time during the day.

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?

Expand
titleCollateral File Format


Stock & ETF Eligibility Lists:

Field Name

Excel Column

Example Value

Supported Values

Description

CUSIP

A

464287226

String

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 Lists:

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


Short-Term UST ETF:

Field NameExcel ColumnExample ValueSupported ValuesDescription
CUSIPA78468R663StringCusip Security Identifier
TickerBBIL StringTicker symbol
NameCSPDR BLOOMBERG 1-3 MONTHStringSecurity name
TierD1IntegerTier (currently only 1 tier)



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