• New Release OTC IRS Advisory – MXN Price Alignment Amount

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 17-339
      • Notice Date
      • 05 September 2017
      • Effective Date
      • 05 September 2017
    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will soon begin computing the Price Alignment Amount (PAA) for MXN IRS using an average of 3 different FX rate observations. This change will be reflected in the New Release environment on Wednesday, September 6th, 2017.

       

      Click here for the full text of the advisory

      17-339