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.
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.