|Requesting User ID||String||No|
|Risk Framework||String||No||Specifies if the request should be margined in the SPAN or the SPAN 2 methodology. This is relevant to Futures & Options users only.|
|Bad XML syntax or missing content. More information will be provided in the error message.|
|Returned if the user does not have permission to perform calculations on the portfolio|
|The server was not able to process the request. More information (if available) will be provided in the error message.|
This example requests that a portfolio with ID
123 be margined. The unique ID of the margin request is returned along with the portfolio identifier.
Calculating Margin for CME
Request - All Margin Methodologies
Request - SPAN 2 Margin
For the SPAN 2 project, the CORE API has been enhanced with a new attribute "riskFramework" which specifies if the request should be margined in the SPAN or the SPAN 2 methodology during the SPAN 2 transition. This is relevant to Futures & Options users only.
Expected values in riskFramework attribute:
- CURRENT - current production margin framework
- This will equate to SPAN methodology until the SPAN 2 project go live
- NEXT - upcoming production margin framework, in production parallel
- This will equate to SPAN 2 methodology for in-scope products