Benchmark or product
CME-FICC Treasury Cross-Margining ProgramCME-FICC
Bilateral clearinghouse program allowing eligible clearing members to offset margin requirements between cash Treasuries cleared at FICC and futures at CME.
Updated
Coverage of CME-FICC Treasury Cross-Margining Program
7 articles
Exchange Margin Models
E-Mini Tick Value Multiplier — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of e-mini tick value multiplier focusing on clearing margin walkthrough. Covers statutory register tie-out (CME-FICC), 12.3 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Exchange Margin Models
Treasury Cash-Futures Cross-Margining: CME Clearing and DTCC FICC Multi-Asset Capital Compression
How primary dealers and hedge funds cross-margin cash US Treasuries against CME interest rate futures to liberate billions in institutional liquidity.
Exchange Margin Models
Options Delta-Gamma Hedge Ratio — Tick Rounding Worked Example: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of options delta-gamma hedge ratio focusing on tick rounding worked example. Covers statutory register tie-out (CME-FICC), 3.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Exchange Margin Models
Interest Rate Future CTD Bond — Delivery Logistics Map: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of interest rate future ctd bond focusing on delivery logistics map. Covers statutory register tie-out (CME-FICC), 7.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Exchange Margin Models
Micro Contract Retail Margin — Risk Limit Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of micro contract retail margin focusing on risk limit framework. Covers statutory register tie-out (CME-FICC), 3.4 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Exchange Margin Models
Settlement Price Methodology — Contract Spec Reconciliation: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of settlement price methodology focusing on contract spec reconciliation. Covers statutory register tie-out (CME-FICC), 3.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Exchange Margin Models
Futures Open Interest Concentration — Clearing Margin Walkthrough: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of futures open interest concentration focusing on clearing margin walkthrough. Covers statutory register tie-out (CME-FICC), 2.6 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is CME-FICC Treasury Cross-Margining Program (CME-FICC) and how is it classified?
Bilateral clearinghouse program allowing eligible clearing members to offset margin requirements between cash Treasuries cleared at FICC and futures at CME. In Instrument Ledger's entity index, CME-FICC Treasury Cross-Margining Program is classified as a benchmark or product with identifier or ticker code CME-FICC.
Which jurisdiction and regulatory authority oversee CME-FICC Treasury Cross-Margining Program?
CME-FICC Treasury Cross-Margining Program is tracked under the United States (CME / DTCC) jurisdiction, with primary regulatory oversight or statutory reference tied to CME-FICC Treasury Cross-Margining Program. Key structured dossier attributes include category: Exchange Margin Models; coverage desk: Instrument Ledger; regulatory body: CME-FICC Treasury Cross-Margining Program.
How is CME-FICC Treasury Cross-Margining Program covered in Instrument Ledger institutional research?
CME-FICC Treasury Cross-Margining Program is referenced across 7 published research articles on Instrument Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving CME-FICC Treasury Cross-Margining Program (CME-FICC).
Peer entities comparison
Side-by-side regulatory & classification matrix for CME-FICC Treasury Cross-Margining Program and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
CME-FICC Treasury Cross-Margining ProgramCurrent | Benchmark or product | CME-FICC | United States (CME / DTCC) | CME-FICC Treasury Cross-Margining Program | — | 7 |
| Benchmark or product | 0DTE-SPX | United States (Cboe Options) | Cboe 0DTE SPX Option Specifications | — | 7 | |
| Benchmark or product | VIX-SPEC | United States (Cboe Futures Exchange) | Cboe Volatility Index (VIX) Contract Specification | — | 7 | |
| Benchmark or product | CBOT-AG | United States (CBOT / CME) | CBOT Agricultural Commodity Delivery Specifications | — | 7 | |
| Benchmark or product | CBOT-UST | United States (CBOT / CME) | CBOT Treasury Futures Delivery Basket Standard | — | 8 | |
| Benchmark or product | ES-MES-SPEC | United States (CME) | CME E-mini & Micro E-mini Index Contract Specs | — | 8 | |
| Benchmark or product | CME-FX-SPEC | United States (CME) | CME G10 Currency Futures Contract Specifications | — | 7 |