• IRS Liquidity Parameter Changes and New CME Optimizer Software - mandatory upgrade requested by February 27, 2017

      • To
      • Clearing Member Firms; Back Office Managers; CME Optimizer Users
      • From
      • CME Clearing
      • #
      • 17-036
      • Notice Date
      • 20 January 2017
      • Effective Date
      • 23 January 2017
    • CME will be making changes to our liquidity calculation as well as enhancing the optimizer to achieve greater savings through our portfolio margining program. These changes will be available for testing in our New Release environment on January 25, 2017, with a tentative Production date of February 27, 2017.

      Please click here for the full text of this advisory.