Portfolio Margining Capital Efficiencies: Interest Rate Swaps vs. Interest Rate Futures

  • 9 May 2023
  • By CME Group

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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About CME Group

As the world’s leading derivatives marketplace, CME Group is where the world comes to manage risk. Comprised of four exchanges - CME, CBOT, NYMEX and COMEX - we offer the widest range of global benchmark products across all major asset classes, helping businesses everywhere mitigate the myriad of risks they face in today's uncertain global economy.

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