Posting futures Margin in other currencies

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?
 
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