Margin Service API - Margin - Get

Owned by CME Group
Last updated: Aug 01, 2024
6 min read
The get margin request returns the status and results of a margin request by its identifier.

Description

The request allows the Client to get the margin of an already margined portfolio which was added and margined in CME CORE (Add Portfolio and Margin Portfolio). The Client must submit the unique CME CORE assigned margin request identifier in the request URL. The server then returns the identifier along with the status and the result (margin) requested.   

Request

ParameterNameTypeRequiredNotes
reqUserIdRequesting User IDStringNo
EntityMargin
ActionGet
URL/margins/{id}
HTTP MethodGET
Parameter InputYes
XML InputNo
Multiple OutputNo
SynchronousYes

Response

XPathNameTypeRequiredNotes
/marginRpt@statusStatusAsync StatusYes
/marginRpt/error@codeError CodeStringNo
/marginRpt/error@msgError MessageStringNo
/marginRpt/margin@asOfTimeAs-of TimeDate/TimeNo
/marginRpt/margin@createTimeCreate TimeDate/TimeYes
/marginRpt/margin@idIDStringYes
/marginRpt/margin@portfolioIdPortfolio IDStringYes
/marginRpt/margin@settleQualSettlement QualiferSettlement QualiferNo
/marginRpt/margin@settleIndSettlement IndicatorSettlement IndicatorNo
/marginRpt/margin@updateTimeUpdate TimeDate/TimeYes
/marginRpt/margin/amounts@ccyAmount CurrencyCurrencyYes
/marginRpt/margin/amounts@ccyRateCurrency Exchange RateDecimalNoExchange rate used to convert base currency to USDE
/marginRpt/margin/amounts@concConcentration Margin AmountDecimalNoConcentration margin requirement
/marginRpt/margin/amounts@initInitial Margin AmountDecimalYes

Initial margin requirement

/marginRpt/margin/amounts@maintMaintenance Margin AmountDecimalYes

Maintenance margin requirement

/marginRpt/margin/amounts@baseBase Margin AmountDecimalYes*Base margin amount
/marginRpt/margin/amounts@skewSkew Margin AmountDecimalNoSkew margin requirement
/marginRpt/margin/amounts@concDelta Concentration Delta AmountDecimalNoThe concentration margin apportioned to Delta risk
/marginRpt/margin/amounts@concGammaConcentration Gamma AmountDecimalNoThe concentration margin apportioned to Gamma risk
/marginRpt/margin/amounts@concSkewConcentration Skew AmountDecimalNoThe concentration margin apportioned to Skew risk
/marginRpt/margin/amounts@concVegaConcentration Vega AmountDecimalNoThe concentration margin apportioned to Vega risk
/marginRpt/margin/amounts@npvNPV AmountDecimalYes*Net Present Value
/marginRpt/margin/amounts@nonOptValNon-option Value AmountDecimalNo

Net Futures Value (Long Futures Value - Short Futures Value). This only applies to futures and options portfolios.

/marginRpt/margin/amounts@optValOption Value AmountDecimalNo

Net Options Value (Long Options Value - Short Options Value). This only applies to portfolios with future and options. Negative if net short, positive if net long.

/marginRpt/margin/amounts/scPt@amtScenario Point AmountDecimalNo

These points will no longer be returned after 5/12/2014

*Required field for Schema 1.3 and above users only 

Notes:

  1. ConcDelta + ConcGamma + ConcSkew + ConcVega = Concentration margin amount 
  2. Base + Skew + Concentration = Maintenance margin amount 
  3. Maintenance * 1.1 = Initial margin amount 

Examples

Basic

This assumes that margin request for portfolio has already been submitted. The id used (2345 should be the CME CORE generated unique id returned in response to a Margin Calculate request.

CME

Request
GET /MarginServiceApi/margins/1234567


Response For IRS + Swaptions (schema 1.2)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt 
    xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <margin settleQual="COMP" settleInd="N" portfolioId="1111" updateTime="2015-08-05T16:22:09+00:00" createTime="2015-08-05T16:21:57+00:00" id="8623649">
        <amounts maint="71153.693650291942415" init="71153.693650291942415" conc="0" ccy="USD"/>
    </margin>
</ns2:marginRpt>


Response For IRS + Swaptions (schema 1.4)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS">
    <margin portfolioId="45966833" settleQual="COMP" id="34638788" createTime="2016-12-06T17:45:29+00:00" updateTime="2016-12-06T17:45:32+00:00">
        <amounts ccy="USD" base="5305554.1358774021500721573829650878906250" conc="123539.8884095410467125475406646728515625" init="5934940.51346684060990810394287109375" maint="5934940.51346684060990810394287109375" npv="42397116.571767" skew="505846.4891798974131233990192413330078125">
            <currencyAmounts ccy="CHF" ccyRate="0.9934432744000000203854483515897300094366" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="HKD" ccyRate="0.1289540536999999875700240181686240248382" conc="0" concDelta="0" init="1898.117229876445890113245695829391479492" maint="244.76991119038243027716816868633031845"/>
            <currencyAmounts ccy="MXN" ccyRate="0.0485345006999999967201020467655325774103" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="EUR" ccyRate="1.07619457600000001384898951073409989476" conc="0" concDelta="0" init="7908.263298755378855275921523571014404296" maint="8510.830067700406289077363908290863037109"/>
            <currencyAmounts ccy="DKK" ccyRate="0.1446717398000000043278845396343967877328" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="CAD" ccyRate="0.7536362950999999643642013325006701052188" conc="0" concDelta="0" init="7439.572432625474903034046292304992675781" maint="5606.731805251956757274456322193145751953"/>
            <currencyAmounts ccy="USD" ccyRate="1" conc="123539.8884095410467125475406646728515625" concDelta="0" concGamma="0" concSkew="52782.21809049486182630062103271484375" concVega="70757.6703190461848862469196319580078125" init="5278915.606078372336924076080322265625" maint="5908301.983667810447514057159423828125" skew="505846.4891798974131233990192413330078125"/>
            <currencyAmounts ccy="ZAR" ccyRate="0.0728586833000000044791022446588613092899" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="NOK" ccyRate="0.1194743129999999986523562256479635834693" conc="0" concDelta="0" init="25061.6983267905634420458227396011352539" maint="2994.22919020655217536841519176959991455"/>
            <currencyAmounts ccy="AUD" ccyRate="0.7468259895000000092579739430220797657966" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="SGD" ccyRate="0.7041757623000000076984861152595840394496" conc="0" concDelta="0" init="4457.799443212667938496451824903488159179" maint="3139.074321104796126746805384755134582519"/>
            <currencyAmounts ccy="JPY" ccyRate="0.00878889080000000086356770623297052225098" conc="0" concDelta="0" init="4473.535654369627081905491650104522705078" maint="39.31741635616119623364284052513539791107"/>
            <currencyAmounts ccy="PLN" ccyRate="0.2392401731999999892064323603335651569068" conc="0" concDelta="0" init="24016.926817352046782616525888442993164" maint="5745.813731515027939167339354753494262695"/>
            <currencyAmounts ccy="GBP" ccyRate="1.27275041360000007450992143276380375027" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="CZK" ccyRate="0.0397930759999999966725070521533780265599" conc="0" concDelta="0" init="8990.593129947714260197244584560394287109" maint="357.763355705087235492101171985268592834"/>
            <currencyAmounts ccy="HUF" ccyRate="0.0034297081000000000962357749045850141556" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="SEK" ccyRate="0.1096575394999999980560900780801603104919" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="NZD" ccyRate="0.7137758744000000099561020761029794812202" conc="0" concDelta="0" init="0" maint="0"/>
        </amounts>
    </margin>
</ns2:marginRpt>
Response for Futures and Options - when riskFramework = CURRENT(schema 1.12)

This response is intended for futures & options users interacting with CORE API SPAN 2 feature. There will be one single payload in each response - one where riskFramework = CURRENT containing SPAN 2 framework results including the Greeks sensitivities for Futures and Options.

Payloads in the response will be consistent with Risk API JSON message. Additional detail regarding parsing the Risk API JSON format can be found here.

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.12" status="SUCCESS">
    <cycle code="EOD"/>
    <margin asOfTime="2023-11-24T00:00:00+00:00" portfolioId="12345678" settleInd="Y" id="1075808" createTime="2024-01-10T09:08:12+00:00" updateTime="2024-01-10T09:08:12+00:00">
        <payload riskFramework="CURRENT">{"payload":{"pointInTime":{"businessDt":"2023-11-24","cycleCode":"EOD","runNumber":1},"portfolios":[{"ccps":[{"clearingOrganizationId":"CME","currencyAmts":[{"currency":"USD","exchangeRt":"1","requirementAmts":{"crossModelOffset":"0.00","netOptionValue":"14758.00","riskInitialRequirement":"10523.47","riskMaintenanceRequirement":"10523.47","totalInitialMargin":"-4234.53","totalMaintenanceMargin":"-4234.53"},"valuationAmts":{"nonOptionValueLong":"75380.00","nonOptionValueShort":"0.00","optionValueLongEquityStyle":"14758.00","optionValueLongFuturesStyle":"0.00","optionValueShortEquityStyle":"0.00","optionValueShortFuturesStyle":"0.00"}}],"pod":[{"currency":"USD","currencyAmts":[{"currency":"USD","requirementAmts":{"netOptionValue":"4890.00","riskInitialRequirement":"7399.77","riskMaintenanceRequirement":"7399.77"},"valuationAmts":{"nonOptionValueLong":"75380.00","nonOptionValueShort":"0.00","optionValueLongEquityStyle":"4890.00","optionValueLongFuturesStyle":"0.00","optionValueShortEquityStyle":"0.00","optionValueShortFuturesStyle":"0.00"}}],"customerAccountType":"HEDGE","marginMthd":"SPAN2","podId":"CRUDE","productGroup":[{"currency":"USD","productGroupId":"CL","requirementAmts":{"componentAmts":{"concentrationComponent":"0.00","hvarComponent":"4752.70","liquidityComponent":"34.86","stressComponent":"2612.21"},"futuresOptionsOffset":"29.55","riskMaintenanceRequirement":"7399.77"}},{"currency":"USD","productGroupId":"CL","productType":"FUT","requirementAmts":{"componentAmts":{"concentrationComponent":"0.00","hvarComponent":"3444.00","liquidityComponent":"9.27","stressComponent":"1814.06"},"riskMaintenanceRequirement":"5267.34"}},{"currency":"USD","productGroupId":"CL","productType":"OPT","sensitivityAmts":[{"greekDescription":"WTI 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    </margin>
</ns2:marginRpt>
Response for Futures and Options - Historic Margin Use Case

This response is intended for futures & options users interacting with historic margin use case. 

Payloads in the response will be consistent with Risk API JSON message. Additional detail regarding parsing the Risk API JSON format can be found here.

<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.14" status="SUCCESS">
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        <payload 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    </margin>
</ns2:marginRpt>


Response for OTC FX
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS">
    <margin asOfTime="2016-12-05T00:00:00+00:00" portfolioId="45967393" settleQual="FINAL" settleInd="Y" id="34639286" createTime="2016-12-06T17:53:07+00:00" updateTime="2016-12-06T17:53:09+00:00">
        <amounts ccy="USD" init="92991" maint="84537"  base="375" conc="524"/>
    </margin>
</ns2:marginRpt>
 
Response for IRS cross-margined with PM elgible Futures & Options (schema 1.2)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <margin portfolioId="6035343" id="5003034" createTime="2016-12-06T17:32:56+00:00" updateTime="2016-12-06T17:33:20+00:00">
        <amounts conc="0" init="886797.80735685671679675579071044921875" maint="806179.8248698697425425052642822265625">
            <portfolio futPreAmt="225000" futPostAmt="0" otcPreAmt="27767.5372402359462284948676824569702148" otcPostAmt="806179.8248698697425425052642822265625" diffAmt="-553412.2876296337963140103965997695922851"/>
        </amounts>
    </margin>
</ns2:marginRpt>
 
Response for IRS cross-margined with PM eligible Futures & Options (schema 1.4)
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS">
    <margin portfolioId="1459732" id="664474" createTime="2016-11-25T11:57:50+00:00" updateTime="2016-11-25T11:58:24+00:00">
        <amounts ccy="USD" conc="9195315.01332149840891361236572265625" init="493784709.76233654022216796875" maint="448895190.6930332183837890625">
            <currencyAmounts ccy="EUR" ccyRate="1.08979947689999989712816841347375884652" conc="0" concDelta="0" init="0" maint="0"/>
            <currencyAmounts ccy="USD" ccyRate="1" conc="9195315.01332149840891361236572265625" concDelta="9195315.01332149840891361236572265625" concGamma="0" concSkew="0" concVega="0" init="439699875.67971169948577880859375" maint="448895190.6930332183837890625" skew="0"/>
            <portfolio futPreAmt="65000" futPostAmt="0" otcPreAmt="448959263.351863861083984375" otcPostAmt="448895190.6930332183837890625" diffAmt="129072.6588306427001953125"/>
        </amounts>
    </margin>
</ns2:marginRpt>

 

No schema specified Margin Request
GET /MarginServiceApi/margins/1234567
No Schema specified Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.2" status="SUCCESS">
    <margin portfolioId="1251944" settleQual="COMP" id="218631" createTime="2016-02-03T15:10:12+00:00" updateTime="2016-02-03T15:10:17+00:00">
        <amounts ccy="USD" conc="170859.8980615545879118144512176513671875" init="1211558.11209734971635043621063232421875" maint="1101416.4655430451966822147369384765625"/>
    </margin>
</ns2:marginRpt>
Schema 1.1  specified Margin Request
GET /MarginServiceApi/1.1/margins/1234567
Schema 1.1 specified Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.1" status="SUCCESS">
    <margin portfolioId="1251944" settleQual="COMP" id="218631" createTime="2016-02-03T15:10:12+00:00" updateTime="2016-02-03T15:10:17+00:00">
        <amounts ccy="USD" conc="170859.8980615545879118144512176513671875" init="1211558.11209734971635043621063232421875" maint="1101416.4655430451966822147369384765625"/>
    </margin>
</ns2:marginRpt>
Schema 1.3  specified Margin Request
GET /MarginServiceApi/1.3/margins/1234567
Schema 1.3 specified Response
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginRpt xmlns:ns2="http://cmegroup.com/schema/core/1.3" status="SUCCESS">
    <margin portfolioId="804285" settleQual="COMP" id="477744" createTime="2016-03-02T08:30:09+00:00" updateTime="2016-03-02T08:30:10+00:00">
        <amounts ccy="USD" base="107899.323541154714803269598633050918579102" conc="2101.210552681258377560880035161972045898" init="138702.4462366159728844650089740753173828" maint="126093.1329423781571676954627037048339843" npv="-34033.768268" skew="16092.5988485421839868649840354919433593">
            <currencyAmounts ccy="USD" ccyRate="1" conc="2101.210552681258377560880035161972045898" init="107899.3235411547211697325110435485839843" maint="126093.1329423781571676954627037048339843" skew="16092.5988485421839868649840354919433593"/>
        </amounts>
    </margin>
</ns2:marginRpt>


See response table above for xpath and definition of these values.

Futures and Options Margin Parameter

Report

API

Example Value

How to Calculate

Initial Margin

Total Portfolio Initial Margin

init

65594488.5


Maintenance Margin

Total Maintenance Margin

maint

61109337.5


MaintenanceBase Margin Amountbase61109337.5Provided to you

Long Option Value (LOV)

Long Option Value (LOV)

LOV

10337.5

Provided to you

Short Option Value (SOV)

Short Option Value (SOV)

SOV

16268175

Provided to you

Net Option Value (NOV)

Net Option Value (NOV)

optVal

-16257837.5

Provided to you and NOV = LOV - SOV

AdditionalNot applicable to F & Oconc0Not applicable to Futures and Options, always 0

Concentration

Not applicable to F & O

conc

0

Not applicable to Futures and Options, always 0.

Long Futures Value (LFV)

Long Futures Value (LFV)

LFV

24633750000

Provided to you

Short Futures Value (SFV)

Short Futures Value (SFV)

SFV

0

Provided to you

Net Futures Value (NFV)

Net Option Value (NFV)

nonOptVal

24633750000

Provided to you and NFV = LFV - SFV

 

Errors

CodeDescription
403Returned if the user does not have permission to access the specified margin.
404Returned if the requested margin could not be found.
500The server was not able to process the request. More information (if available) will be provided in the error message.
EntityMargin
ActionGet
URL/margins/{id}
HTTP MethodGET
Parameter InputYes
XML InputNo
Multiple OutputNo
SynchronousYes




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