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Portfolio Margining Capital Efficiencies: Interest Rate Swaps vs. Interest Rate Futures
Delivering Unparalleled Capital Efficiencies to All Market Participants
CME's portfolio margining offering allows firms to capitalize on the margin offsets of OTC IRS against SOFR futures and options, Treasury futures and options, Fed Fund futures, and Eris Swap futures. The risk reduction achieved by this program has shown capital efficiencies of up to 100% for certain portfolios, figures that remain unparalleled in the industry. Our portfolio margining offering builds on the strength of our market leading interest rate products business.