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CME Group said it will start offering “one-pot” margining of positions in interest-rate swaps and futures, beginning May 7.
The portfolio margining will cover over-the-counter interest rate swap positions and Eurodollar and Treasury Futures for house accounts.
The operator of derivatives markets said combining margin positions could save up to 85 percent on capital requirements for collateral, in some cases.
"This new portfolio margining program will allow us...