According to http://www.cmegroup.com/clearing/fi...res_Options_SelectForwards_NEW_guidelines.pdf futures margin can be posted in a variety of currencies (sometimes with a 5% haircut). Considering that this margin collateral can get to be quite large amounts and sit there for years, I am interested in diversifying some of it into other currencies, to hedge against a decline in the dollar. Is anyone doing that with a broker - posting futures margin in non-USD currencies?