Cme group and dtcc launch enhanced treasury cross-margining arrangement, enabling capital efficiencies for clearing members

Chicago and new york and london and hong kong and singapore and sydney , jan. 23, 2024 /prnewswire/ -- cme group, the world's leading derivatives marketplace, and the depository trust & clearing corporation (dtcc), the premier post-trade market infrastructure for the global financial services industry, today announced their enhanced cross-margining arrangement has gone live, enabling capital efficiencies for clearing members that trade and clear both u.s. treasury securities and cme group interest rate futures. with the new arrangement implemented, eligible clearing members of cme group and the government securities division (gsd) of dtcc's fixed income clearing corporation (ficc) can now cross-margin an expanded suite of products, including cme group sofr futures, ultra 10-year u.s. treasury note futures and ultra u.s. treasury bond futures, with ficc-cleared u.s. treasury notes and bonds.
CME Ratings Summary
CME Quant Ranking