CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.
|CME PRODUCTS SUPPORTED||FUNCTIONALITY AVAILABLE|
|Futures and Options||Margin all CME Group Futures & Option (NYMEX, COMEX, CME, & CBT)|
|Execute 'What-if' Margin Analysis on hypothetical portfolios|
|Interest Rate Swaps||Margin CME cleared or hypothetical IRS positions to verify margin results|
|Execute Coupon Blending & Termination Analysis for middle office efficiencies|
|IRS Portfolio Margin Optimization Analysis to receive margin savings|
|Incremental VAR & 'What if' Analysis to see margin impacts|
|Credit Default Swaps||Margin Markit CDX Indices- CDX IG & CDX HY|
|View indicative margin via the Margin Matrix for $100M notional CDS|
|FX||Margin Non-Deliverable Forwards & Cash Settled Forwards|
Register for regular updates here and manage your email preferences.