CME CORE Supports CME Clearing Europe

CME Clearing Online Risk Engine (CORE) now supports all CME Clearing Europe (CMECE) OTC and listed derivatives products. CME CORE users can now calculate the indicative margin requirements and NPVs for CME Group’s global product suite.

CME Clearing Europe IRS Support

Key Benefits

  • Access to CME Clearing Europe’s OTC IRS margin methodology to calculate indicative margin requirements 
  • Margin results and portfolio level NPVs will be displayed in EUR equivalent
  • Users can perform hypothetical, what-if, margin analysis to assess the impact of clearing trades within their existing OTC IRS portfolio
  • Accessible via CME CORE’s API for users to integrate IRS margins and NPVs into internal applications

Detailed Examples

View an example of how to calculate margin and NPV for a CMECE IRS portfolio:

CME Clearing Europe Futures and Options Support

Key Benefits

  • Access to CME Clearing Europe’s futures and options margin methodology to calculate indicative margin requirements for OTC commodity and exchange-traded derivative products
  • Margin results displayed in GBP
  • Provides CME CORE users with an insight into CME Group’s global futures product suite
  • Accessible via CME CORE’s API for users to integrate futures and options margins into internal applications

Detailed Examples

View an example of how to calculate margin for a CMECE futures and options portfolio: