CME CORE: Clearing Online Risk Engine

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CME CORE is an interactive margin calculator that enables users to calculate and evaluate initial margin requirements for all CME Group Products, and execute OTC efficiency analysis through additional analytics.

Cleared OTC

Futures and Options

CME CORE Capabilities

Futures and Options Margin all CME Group Futures & Option (NYMEX, COMEX, CME, & CBT)
Execute 'What-if' Margin Analysis on hypothetical portfolios
Interest Rate Swaps Margin CME cleared or hypothetical IRS positions to verify margin results
Execute Coupon Blending & Termination Analysis for middle office efficiencies
IRS Portfolio Margin Optimization Analysis to receive margin savings
Incremental VAR & 'What if' Analysis to see margin impacts
Credit Default Swaps Margin Markit CDX Indices- CDX IG & CDX HY
View indicative margin via the Margin Matrix for $100M notional CDS
FX Margin Non-Deliverable Forwards & Cash Settled Forwards