CME Margin Services has saved market participants as much as $2.34 billion in overnight funding costs, and provided indicative margin savings up to 89%. The CME Clearing Online Risk Engine (CORE) Margin API is licensed to more than 80 entities.
Margin services at CME Group offer simple, easy-to-use tools to integrate with and connect you to powerful margin engines.
To decide which tools and services will work best for you, contact:
CME CORE is an interactive margin calculator that allows you to calculate and evaluate initial margin requirements for all CME Group products, both listed and OTC.
To access CME CORE, you will need a CME Group Login ID. To obtain a CME Group Login ID:
1. Complete this registration form.
2. Receive your CME Group Login ID.
3. Email cme.core@cmegroup.com to request entitlements to CME CORE. You will need to provide:
The Margin Service API is designed to give you direct access to CME Clearing initial margin engines for portfolios. Users can pass through their portfolios of all CME cleared products for initial margin and incremental margin calculation. It also provides features such as interest rate portfolio margin savings and margin estimation.
The API has five main endpoints: analytics, margin, portfolio, transactions, and all-in-one. Each endpoint supports the standard GET, POST, PUT, and DELETE HTTP functions.
Deployable margin software enables you to:
Software suite for trading firms, clearing members and service providers Includes:
Services for CCPs include:
Contact cme.core@cmegroup.com for further details on licensing any of our services. The licensing process may include an NDA, Evaluation Agreement and Production Software Agreement.
CME Products Supported | Functionality Available |
---|---|
Futures and Options (including OTC Commodities) |
Verify margin for all CME Group futures and options (NYMEX, COMEX, CME, CBOT) |
Execute 'What-if' margin analysis on hypothetical portfolios | |
New: Forecasted current end of day margin analysis (test environment only) | |
Interest Rate Swaps and Swaptions |
Verify margin for CME-cleared or hypothetical IRS positions |
IRS Portfolio margin optimization analysis to receive margin savings | |
Incremental VAR and 'What if' analysis to see margin impacts | |
Indicative Margin Requirements available through “Margin Matrix” on homepage | |
OTC FX |
Verify margin for CME-cleared or hypothetical Non-Deliverable Forwards, Cash-Settled Forwards and FX option positions |
Indicative Margin Requirements available through “Margin Matrix” on homepage |