• Settlement Curves for Eris Swap Futures, June 20th

      • To
      • Clearing Member Firms
      • From
      • CME Clearing
      • #
      • 16-219
      • Notice Date
      • 03 June 2016
      • Effective Date
      • 20 June 2016
    • As part of continuing efforts to ensure enhanced valuation and prudent risk management process for all products, CME Clearing will start incorporating Eris-specific order book and trade information in the end of day valuation curves for all Eris Swap Futures in Production on Monday, June 20, 2016.

      Please contact CME Settlement Valuation (otcvaluations@cmegroup.com) for questions.

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