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Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
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Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Cleared OTC Interest Rate Swaps
CME Group has worked closely with buy-side and sell-side participants to build a multi-asset class, market leading OTC Clearing Solution.
Key Benefits
- Industry leading customer protection through CME Clearing's use of the US FCM Clearing model
- Strength of CME Group's market leading interest rate products business, which traded $2.7 trillion in notional per day in 2012
- Unparalleled capital efficiencies via margin offsets of IRS positions against Eurodollar and Treasury Futures with savings up to 90%
- Full transparency via direct access to daily valuation reports and the CME CORE margin tool
- Superior technology enables real-time clearing with straight-through processing
- Only clearing house with the ability to clear Overnight Index Swaps (OIS) with maturities beyond 2 years
Deliverable Swap Futures: Offers capital efficiencies through futures-style margining and delivers into OTC Cleared IRS at expiration
Product Offering |
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Existing Products
The ten currencies offered account for 95 percent of the vanilla IRS market, according to data from the Bank for International Settlements. Other Future Products
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