Merc has included Fed fund and the Ultra 10-Year futures in the service
CME Group has enhanced its portfolio
margining service to include more interest rate futures,
extending an established US model that is only just gaining
traction in Europe.
The US futures giant extended on Monday
the portfolio margining service that sits within the interest
rate segment of CME Clearing to allow Fed fund futures and its
popular Ultra 10-Year futures to be cross-margined against the
Merc’s vast interest rate swaps book.
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