Invoice Swap Spreads & Portfolio Margining Benefits

Unparalleled Capital Efficiencies for Interest Rate Swap Portfolios 

Learn about the recent developments in packaged trades between futures and swaps as well as the portfolio margining program expanding to include two additional futures products:

  • New Execution Flexibility with Rule 538
  • Invoice spreads as a highly capital efficient trading mechanism
  • Addition of Fed Funds and Ultra 10-Year Futures for portfolio margining 
  • Calculating portfolio margining savings through CME CORE 

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