The calculate optimize request performs an optimize calculation on an existing portfolio. Optimize in this context specifically refers to the CME Optimizer algorithm/tool, which identifies appropriate interest rate listed derivative products which can offset CME-clearing OTC IRS product, thereby producing portfolio margin efficiencies.
|Requesting User ID||String||No|
|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|
|Returned if the user's portfolio does not contain a valid combination of products (IRS or delta ladder + futures)||msg="Cant Optimize portfolio; must contain Future and Options trade and either Delta Ladder trade or IRS trade"|
|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
12345678 be optimized. The unique ID of the margin request is returned along with the portfolio identifier.