Enhanced OTC Analytics in CME CORE

CME Clearing Online Risk Engine (CORE) offers a variety of analytics tools for cleared OTC products that allow you to keep track of end-of-day and real-time* trading information for your margin requirements.  

Real-Time Margin Dashboard

The Real-time Margin Dashboard allows you to access margin, and trade count data for portfolios for cleared OTC interest rate swaps (IRS) trades. This information is provided for both end-of-day portfolios as well as positions throughout the trading day. Analytics data is refreshed every 15 minutes for current portfolios, providing you a real-time* view into your margin requirements.

Key Benefits:

  • Access to CME cleared portfolios directly from CME CORE
  • Allows you to anticipate overnight funding costs
  • Reduces the need to upload cleared portfolios to CME CORE
  • Configurable account summary screen
  • Real-time* (current) margin requirements updated every 15 minutes throughout the day
  • Accessible via the CME CORE API for users to integrate into internal applications

Detailed Examples:

Below is an example of how to add accounts to the Dashboard:

Real-time Positions (My Cleared Trades)

The 'My Cleared Trades' feature of CME CORE provides you access to data for your OTC interest rate swap (IRS) cleared trades. Cleared trade data is available for your end-of-day and current portfolios. You simply select cleared portfolios, then utilize the existing CME CORE infrastructure to seamlessly request margin results, view cleared trade data, and perform hypothetical analysis.

Key Benefits:

  • Access to CME cleared IRS and cross-margined futures portfolios within the CME CORE interest rates margin calculator
  • Reduces the need to upload cleared portfolios to CME CORE
  • Provides a view into real-time* (current) and end of day portfolio data
  • Users continue to leverage existing CME CORE workflows for bookkeeping and hypothetical "what-if" analysis

Detailed Examples:

Below is an example of how to access accounts from the My Cleared Trades button:

*Real-time margin calculations based on prior day's EOD market risk data.