Go to the CME website and read about the choices http://www.cmegroup.com/clearing/financial-and-collateral-management/collateral-types-accepted.html All the futures brokers I have dealt with would only accept cash and t-bills. Brokers always have the option to be more restrictive than the clearing house. Please let us know which brokers let individuals use t-notes and t-bonds, let alone the other choices listed.