On May 7th, 2012 CME Clearing launched the IRS Portfolio Margin program for House accounts of our clearing member firms allowing them to receive margin offsets across CME Eurodollar Futures, CBOT Treasury Futures, and Interest Rate Swaps:
(http://www.cmegroup.com/tools-information/lookups/advisories/clearing/files/Chadv12-194.pdf)
To facilitate a more efficient straight-through-processing solution to support the program, the CME Optimizer has been developed and is now available for download.
For any other questions pertaining to the CME IRS/Futures Portfolio Margin program please contact Corey Farabi (corey.farabi@cmegroup.com , 312-466-4408).
12-406
FOR THE FULL TEXT OF THE ADVISORY, CLICK HERE