Get an overview of margin changes at CME Group, including what goes into setting margin levels, and more.

20 сент. 2023 г. · CME Clearing uses a variety of Value-at-Risk (VaR)-based models to determine our benchmark margin levels, which are then incorporated into SPAN.

26 сент. 2014 г. · The Variation Margin Detail file is a new, simple CSV-format datafile that provides clearing firms with a breakdown of total Variation ...

Margins/performance bonds help to ensure that clearing members can meet their obligations to their customers and to CME Clearing. Performance bonds/margins vary ...

Futures margin generally represents a smaller percentage of the notional value of the contract, typically 3-12% per futures contract as opposed to up to 50% of ...

CME Clearing's risk-based margin methodologies are designed to achieve a minimum portfolio coverage level of 99% on an ex-post basis. • CME Clearing's portfolio ...

4 мая 2017 г. · The rulebook changes should result in the presentation of variation margin as “settlement of the derivative exposure” as opposed to collateral against it.

Variation margin is calculated to cover gains or losses on positions arising from observed price movements. This practice ensures that losses on CME ...

27 июн. 2017 г. · Variation margin is the payment made on a daily or intraday basis by a clearing member based on price movement in positions carried by the ...

- During each of its settlement cycles CME Clearing collects initial margin and collects and pays out settlement variation. Initial Margin Model Performance.