Eligible collateral.

CFR · 2024-01-01 · US · Title 12

(a) (1) Immediately available cash funds that are denominated in: (i) U.S. dollars or another major currency; or (ii) The currency of settlement for the non-cleared swap or non-cleared security-based swap; (2) With respect to initial margin only: (i) A security that is issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, the U.S. Department of the Treasury; (ii) A security that is issued by, or unconditionally guaranteed as to the timely payment of principal and interest by, a U.S. government agency (other than the U.S. Department of Treasury) whose obligations are fully guaranteed by the full faith and credit of the United States government; (iii) A security that is issued by, or fully guaranteed as to the payment of principal and interest by, the European Central Bank or a sovereign entity that is assigned no higher than a 20 percent risk weight under the capital rules applicable to the covered swap entity as set forth in § 237.12; (iv) A publicly traded debt security issued by, or an asset-backed security fully guaranteed as to the payment of principal and interest by, a U.S. Government-sponsored enterprise that is operating with capital support or another form of direct financial assistance received from the U.S. government that enables the repayments of the U.S. Government-sponsored enterprise's eligible securities; (v) A publicly traded debt security that meets the terms of 12 CFR 1.2(d) and is issued by a U.S. Government-spons

official document · source cfr-2024 · id 12:§ 237.6