Portfolio Margining for OTC Interest Rate Swaps and Futures

On Monday May 7, 2012, CME Clearing will begin offering portfolio margining of CME Eurodollar, CBOT Treasury Notes and Bond futures together with cleared OTC Interest Rate Swaps.  The risk reduction achieved by this program may result in capital efficiencies of up to 85 percent for certain portfolios, figures that remain unparalleled in the industry. The program will be available for proprietary (“House”) accounts on that date with the same benefits available for customer accounts later in the year subject to regulatory review.

 

For general inquiries about the program please contact Corey Farabi at 1.312.466.4408.