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.
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All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
