Generally speaking, CME Group uses a Historical Value-at-Risk (VaR) methodology to ensure that margins are set to cover 99 percent of potential price moves. CME Group considers several factors to compute the gains and losses a portfolio would incur under different market conditions:
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.