CME CORE is now enhanced with a margin optimization tool that shows which Interest Rate futures to margin with your OTC Interest Rate Swap portfolio. Use this feature to get a better understanding of the benefits of portfolio margining, while calculating your margin savings and therefore, minimizing your initial margin requirements.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.