CME-Specific USD Curve in Bloomberg with Swaptions

In June 2015, CME Group developed its own U.S. dollar curve to provide transparency to the marketplace. Read how to utilize this curve on the Bloomberg Swap Manager Page and how to calculate margins for CME USD Swaptions.

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About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

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