Cross-margining
Plain definition. Cross-margining is the practice of putting securities and commodity positions into one portfolio and measuring its combined net risk, which can lower the margin required.
Technical definition. In a filing with the Commodity Futures Trading Commission, The Options Clearing Corporation (OCC) describes cross-margining as combining long and short positions in Securities Products with long and short positions in Commodity Products in a single portfolio, then determining the net risk of that combined portfolio. When positions offset each other from a risk perspective, the required margin may be lower than if the positions were carried separately. Under OCC’s internal program, eligible security options, security futures, commodity futures and options on commodity futures held in an internal non-proprietary cross-margining account are margined together as a single portfolio. OCC designates as eligible only those cleared contracts with enough price correlation to give significant risk reduction when held on opposite sides of the market.
On this site
On this site, Cross-margining comes up in What is cross-margining, and can institutions cross-margin XRP through Ripple Prime? and Does one dollar of XRP support more than one dollar of financial activity?.
Source
THE OPTIONS CLEARING (cftc.gov), read October 1, 2026.