• Production OTC IRS Advisory - CME Clearing JPY Valuation Curves - Effective October 19, 2016

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 16-425
      • Notice Date
      • 19 October 2016
      • Effective Date
      • 19 October 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 Production environment on Monday, October 24, 2016.

      For the full text of this advisory, please click here