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 |
|
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 |