Backload Legacy Swaptions Trades

Now Supporting Expiration +2 Premium Settlement

We have enhanced our swaptions offering and now support expiration +2 settlement of premium on cleared swaptions. This aligns our offering with industry standards and facilitates the backloading of existing bilateral trades, allowing customers to take advantage of capital efficiencies, including:

  • Counterparty netting benefits
  • Cross margining versus other CME cleared swaps and futures
  • Reduction in bilateral Initial Margin costs by over 80%
  • Freed-up bilateral credit lines

Please contact the CME OTC Product Team to learn more about this enhancement or click below to review our offering.

Review the Contract

About CME Group

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

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