• Reminder: IRS Liquidity Parameter Changes and New CME Optimizer Software - mandatory upgrade required February 27, 2017

      • To
      • Clearing Member Firms; Back Office Managers; CME Optimizer Users
      • From
      • CME Clearing
      • #
      • 17-075
      • Notice Date
      • 24 February 2017
      • Effective Date
      • 27 February 2017
    • As a reminder, CME will be making changes to our liquidity calculation and will be enhancing the optimizer for our portfolio margin program. These changes were available for testing in our New Release environment on January 25, 2017. The confirmed Production date is Monday, February 27, 2017.  

      Please click here for the full text of this advisory.