Collateral Eligibility Lists

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

Dates Available

Files are current and contain acceptable collateral.

Sample Files

Report	Sample File

Report	Sample File
Stock Collateral	Download
ETF Collateral	Download
Corporate Bond Collateral	Download
Short-Term UST ETF Collateral	Download

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?

Please contact CollateralRisk@cmegroup.com with specific questions.

Stock & ETF Eligibility Lists:

Field Name	Excel Column	Example Value	Supported Values	Description

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

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 Name	Excel Column	Example Value	Supported Values	Description

Field Name	Excel Column	Example Value	Supported Values	Description
CUSIP	A	78468R663	String	Cusip Security Identifier
Ticker	B	BIL	String	Ticker symbol
Name	C	SPDR BLOOMBERG 1-3 MONTH	String	Security name
Tier	D	1	Integer	Tier (currently only 1 tier)

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CME Group Client Systems Wiki

Collateral Eligibility Lists

Contents

Dates Available

Sample Files

FAQ