Margin Services
Calculate margin requirements, access our margin models, run scenarios and more using a suite of tools headlined by CME CORE, our interactive margin calculator.
All-in-one margin calculator: CORE
Calculate and evaluate initial margins for all our products using the CME Clearing Online Risk Engine (CORE) interactive margin calculator.
Access margin models
Interact with our margin models for futures, options and OTC trades, and import hypothetical or cleared product portfolios for analysis.
Uncover margin efficiencies
Margin Services has saved market participants as much as $9 billion in overnight funding costs and provided indicative margin savings of up to 89%.
Identify, analyze and optimize margin requirements
Connect to powerful margin engines with easy-to-use margin tools, starting with CORE, our margin calculator accessible via the web or API.
Use CORE to assess initial margins for futures, options and OTC products. Track end-of-day and real-time trading data impacting margins. Access margin and real-time trade count data via a dashboard. Create what-if scenarios and run analytics. Or, use deployable software to install a similar margin calculator on your systems.
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Our capabilities
Learn how our services provide transparency and insights to enhance margin analysis across derivative types cleared by CME Clearing.
How we offer unmatched capital efficiencies
Through offsets, portfolio margining and cross margining, CME Group is able to deliver billions in total daily margin savings for clients. Find out more about our industry leading program.
Discover our services
CME CORE: Web Access
Access the CME CORE interactive margin calculator for all our products via any web browser.
Log in to CORE
You'll need to use your CME Group Account ID to access CORE.
Don't have a CME Group Account yet?
Complete this registration form to create one first.
Request entitlements
To request entitlements for CORE, contact our Post-trade Services team and provide the following: your CME Group Account ID and the asset class for which you need initial margin calculations.
CME CORE: API Access
Integrate with CME Group-hosted margin engines via a common REST interface.
Analyze portfolios
Get direct access to CME Clearing initial margin engines for portfolios. Users can pass through portfolios of all our cleared products for initial margin and incremental margin calculation, and access features such as interest rate portfolio margin savings and margin estimation.
Capitalize on multiple endpoints
The API has five main endpoints: analytics, margin, portfolio, transactions and all-in-one. Each endpoint supports the standard GET, POST, PUT and DELETE HTTP functions.
Deployable Software
Install CME Group-provided software to run calculations locally.
Deployable margin software enables you to:
- Interact with our margin models
- Compute initial margin requirement on cleared or hypothetical portfolios
- Reconcile end-of-day margin requirements with CME Group
- Integrate calculation capabilities with proprietary risk management systems
- Control performance, scalability and flexibility
Software suite for trading firms, clearing members and service providers includes:
- Java API supporting OTC IRS, futures and options and OTC FX
- PC SPAN
- SPAN Risk manager
- SPAN RTCI (Real-Time Component Interface)
Available services for CCPs include SPAN RM Clearing and licensing SPAN™ from CME Group.
For licensing information
Contact our Post Trade Services team for more details on licensing our CORE API services or deployable software offerings. The licensing process may include an NDA, Evaluation Agreement and Production Software Agreement.
Contact us
For further information on Margin Services, contact posttradeservices@cmegroup.com.
