Portfolio Margining Capital Efficiencies: Interest Rate Swaps vs. Interest Rate Futures

Delivering Unparalleled Capital Efficiencies to All Market Participants

CME's portfolio margining offering allows firms to capitalize on the margin offsets of OTC IRS against swaptions, Eurodollars, MAC Swap futures, Treasuries and Fed Fund futures. The risk reduction achieved by this program has shown capital efficiencies of up to 90% for certain portfolios, figures that remain unparalleled in the industry. Our portfolio margining offering builds on the strength of our market leading interest rate products business.

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