CME is pleased to announce enhancements to CME CORE, CME’s interactive margin calculator tool. Enhancements are being made to the “Margin Calculator” → “Rates” page including UI workflow improvements for interest rate swaps and related interest rate futures and options in margin or optimization analysis. A minor but required change is also scope for the test environment direct URL. All enhancements can be tested from February 13 in the test environment and are described below in more detail.

For the full advisory, please click the link below.