From CME Group: 2025-04-03 14:22:00

Hedge funds can now back-load FX options into central clearing through options on futures, reducing margin costs. New analysis shows CME Group’s FX options on futures are up to 81% more margin efficient than ISDA SIMM. With UMR in effect, hedge funds are focusing on minimizing margin costs for FX derivatives. More funds are turning to exchange traded contracts for FX option risk to benefit from reduced initial margin obligations.



Read more at CME Group: Back-Load to the Futures – CME Group