Fed Fund and Ultra 10-Year Treasury futures are now available for portfolio margining with CME cleared interest rate swaps. 15 clearing members now support CME portfolio margining, with customers averaging 43.1% savings across 380 accounts, generating a total initial margin reduction of $2.34 billion*
The portfolio was run through CME CORE on September 30, 2016 and all volume and open interest data is also as of that date.
CME portfolio margining savings as of October 7, 2016
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