Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
CME CORE: Clearing Online Risk Engine
CME CORE is an interactive margin calculator that allows Cleared OTC customers and Clearing Firms the opportunity to load cleared and/or hypothetical positions into CORE to view initial margin calculations and portfolio margining savings. CME Group offers you unparalleled capital efficiencies via portfolio margining of Cleared OTC Interest Rate Swaps vs. Eurodollar and Treasury futures with savings of up to 90%.
CME CORE now supports margin optimization, which allows customers to calculate the ideal allocation of futures to move into an OTC account to minimize portfolio risk, and in turn, minimize IRS margin requirements.
CME CORE Capabilities
CME CORE has expanded its capabilities and in addition to supporting Cleared OTC CDS, Cleared OTC IRS, Eurodollar and Treasury futures, and Incremental HVAR, CME CORE now also supports:
- Margin History Queue Export – Margin multiple portfolios simultaneously and export the results.
- Delta Laddering – The Delta Ladder Estimation Engine provides low latency IRS margin calculation for portfolios represented by DV01 across the tenor/curve structure.
- Cleared OTC FX – CME CORE now supports 38 currency pairs and allows users to upload OTC FX portfolios in a simple format.
Getting Started with CME CORE
A user-defined SMART Click ID is required to access CME CORE. If you need a SMART Click ID, please follow these steps:
- Go to the CME CORE login screen.
(https://cmecore.cmegroup.com/core/) - Click on the "Need to Register" link and provide the required information.
- Receive your SMART Click ID.
- Email cme.core@cmegroup.com to request entitlements to CME CORE. You need only provide:
- Your user ID
- The asset class for which you want interactive margin calculations
Note: CME Group is converting all application logins to a single sign-on format. If you use other CME Group applications, you will use the same SMART Click ID.
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
