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 swaptions, Eurodollars, MAC Swap futures, Treasuries and Fed Fund futures. The risk reduction achieved by this program has shown capital efficiencies of up to 90% 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 and most diverse 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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