Getting Started

CME CORE (Clearing Online Risk Engine) is an interactive margin calculator that provides a means for cleared over-the-counter customers and clearing firms to:

• Calculate initial margins using portfolio upload or manual trade entry to model actual or hypothetical portfolios.
• Maintain transparency with clearing house minimum margin methodology applied to all customers.
• Calculate capital efficiencies across multiple asset classes. See below for all supported product types including transparency into interest rate swaps (IRS) portfolio margining program.
• View real-time margin dashboard.
• View positions in a portfolio.

 

CME CORE consists of multiple components, which are accessible from the Landing page.

Additional Information

For additional information on any of these products, reference:

For more information view the CME CORE demo:

• Getting started
• Uploading and margining Futures & Options
• Rates overview
• Rates portfolio management

Functionality

CME CORE provides a tool to enter portfolios, margin trades, and view reports for:

• Interest Rate Swaps (IRS Trades and IRS Delta Ladder)
• Foreign Exchange Trade (FX)
• Futures and Options (F&O)
• Portfolio Margining
• Margin Optimizer

 

Work Flow

All components follow the same work flow:

1. Add trade information to a grid (download a sample .CSV file) or manually add products to a portfolio.
2. Validate trades, save portfolio, margin / optimize portfolio.
3. View and interpret reports.

Receive an Administrative Message

Administrative messages display in a yellow band above the Portfolio section.

• To close the message band, select the X.

Contact Information

Access the Client Systems Wiki Contact Information screen for CME CORE contacts.