• New Release OTC IRS Advisory - CME Clearing JPY Valuation Curves - Effective September 6

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 16-362
      • Notice Date
      • 06 September 2016
      • Effective Date
      • 06 September 2016
    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating the JPY CCP basis quotes in the end of day JPY valuation curves in our New Release environment on Wednesday, September 7, 2016.  The Production date is currently scheduled for Monday, October 24, 2016.

      For the full text of this advisory, please click here