ICE extends portfolio margin model to interest rate and fixed income markets

22nd October, 2026

Narayani Srinivasan
cARELINA Caramaschi GIG

The Atlanta-based exchange will now recognise offsetting exposures across UK and European rates and fixed income derivatives, extending a margin model already used for more than 1,300 contracts.

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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