Page tree
Skip to end of metadata
Go to start of metadata
The calculate margin request performs a margin calculation on an existing portfolio with optional additional transactions.


The request allows the client to calculate the margin of an already existing portfolio which was added to CME CORE (Add Portfolio and Update Portfolio). The client must specify the margin type and must submit the unique CME CORE assigned portfolio identifier in the request URL. The URL may optionally include additional (transient) transactions by value or the transactions to exclude by identifier from the portfolio. Once the Client/ CMF (Clearing Member Firm) has submitted the above, the server will queue up the request for execution after which it is submitted to the risk engine for processing a request identifier and status that are returned. If the portfolio does not exist, referenced transactions do not exist, or there are other errors an error message/code will be returned.   

Parameter InputNo
XML InputYes
Multiple OutputNo


/marginReq@reqUserIdRequesting User IDStringNo
/marginReq/margin@portfolioIdPortfolio IDStringYes
/marginReq/margin@riskFrameworkRisk FrameworkStringNoSpecifies if the request should be margined in the SPAN or the SPAN 2 methodology. This is relevant to Futures & Options users only. 


/marginRpt@statusStatusAsync StatusYes
/marginRpt/margin@createTimeCreate TimeDate/TimeYes
/marginRpt/margin@portfolioIdPortfolio IDStringYes
/marginRpt/margin@updateTimeUpdate TimeDate/TimeYes
/marginRpt/error@codeError MessageStringNo
/marginRpt/error@msgError MessageStringNo


400Bad XML syntax or missing content. More information will be provided in the error message.
403Returned if the user does not have permission to perform calculations on the portfolio
500The 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
POST {{API_URL}}/margins
<core:marginReq xmlns:core="">
  <margin portfolioId="123" />
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
<core:marginReq xmlns:core="">
         <margin portfolioId="123" riskFramework="NEXT" />

    xmlns:ns2="" status="PROCESSING">
    <margin portfolioId="123" id="321"/>