Portfolio Margin Scenarios

Below are six sample portfolios illustrating the margin offsets available within portfolios containing only Eris Exchange futures contracts and within portfolio containing both Eris Exchange and CME Group futures positions.   The resulting margin offsets are highlighted for each case. The sample portfolio results are indicative only, shown as of 5/1/13 based on CME Group margin tools, and assuming individual position sizes of approximately 100k of DV01.

Intra-Eris Curve Trading

• Savings range from 53% - 95%

Eris Standards vs. CME DSF

• Savings range from 90% - 90%

Eris vs. ED and Treasury Futures

• Savings range from 33% - 64%

Eris Exchange can also calculate initial margin levels for sample portfolios provided by end-users.