Portfolio Margining of Cleared OTC Interest Rate Swaps vs. Futures

CME Group offers Cost Savings through Portfolio Margining

As of May 7, 2012, CME Group offers unparalleled capital efficiencies via portfolio margining of our Eurodollar and Treasury futures and Cleared OTC IRS products for house accounts. We plan to offer the same capital efficiencies to our customers during the second half of the year, pending regulatory approval.

This will create substantial cost savings for all market participants, reinforcing CME Group's position as an innovator and leader in the marketplace. IRS portfolio margining builds on the strength of our market leading interest rate products business, which had an average daily volume of $3.6 trillion in 2011, and over $28 trillion of notional outstanding.

Our preliminary analysis shows significant savings for margin offsets for house and customer accounts – savings of up to 85%.

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Futures & Options Trading

As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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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.