FX and F&O Margin Calculator Screen

This section provides instructions in using the FX and F&O Margin Calculator screen. The screen allows users to better manage cleared or hypothetical portfolios to compute margin requirements that include in-scope products in the SPAN and SPAN2 framework.

To access the interface:

  1. Login to CME CORE.
  2. Select Margin Calculator > FX and F&O.



    The FX and F&O Calculator screen appears:

From this screen, you may upload portfolios or use a build wizard to create new portfolios.