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Please be advised that CME will postpone the Production date for the Initial Payment Calculation Change for prior day Credit Default Swap (CDS) Transfers in FECPlus. No specific date has been determined, but as soon as one is available we will publish that information. In the meantime, the regular Initial Payment calculation will be automatically applied to prior day CDS Transfers, or users can specify their own Initial Payment value.
For the full text of this advisory, please click here.
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