• CME CORE Enhancement to Improve Risk Management Capabilities

      • To
      • Clearing Member Firms; CME CORE Users; CME CORE API Users; PC SPAN Users
      • From
      • CME Clearing
      • #
      • 20-121
      • Notice Date
      • 23 March 2020
      • Effective Date
      • 23 March 2020
    • Effective today, March 23, 2020, CME’s Online Margin Calculator, CME CORE, has been enhanced to support intraday risk management in the New Release environment by supporting margin rates that will go into effect for current day’s end of day clearing cycle**. This enables CME CORE users to estimate the effect of upcoming margin changes, helping them manage their portfolio exposure and margin impacts before funding is applied. This functionality continues to be available using PC SPAN® Software, which is available for download in the CME CORE Production environment.

      For the full text of this advisory, please click here.