• OTC Advisory - CDS Single Name Roll Change

      • To
      • CDS Clearing Members
      • From
      • CME Clearing
      • #
      • 16-503
      • Notice Date
      • 01 December 2016
      • Effective Date
      • 01 December 2016
    •  

      Please be advised that starting on trade date December 20, 2016, CME Clearing will update the CDS single name roll logic on the Production firm specific (sfprf) and public (prf) Product Reference files from quarterly to semi-annually to reflect ISDA recommendations. CME will update the New Release (UAT) Product Reference files for trade date December 8. 

       

      Please click here for the full text of this advisory.