• CME CORE API and GUI Enhancements: Support of OTC FX Options - Effective September 21, 2017

      • To
      • CME CORE API users
      • From
      • CME Clearing
      • #
      • 17-366
      • Notice Date
      • 21 September 2017
      • Effective Date
      • 21 September 2017
    • Please be advised that CME CORE will begin to support the initial margin calculations of portfolios containing OTC FX Options products in the following currency pairs: USD/JPY, EUR/USD, GBP/USD, AUD/USD, USD/CHF, USD/CAD, and EUR/GBP. The new options products will be supported in addition to existing OTC FX Forward products. Users connected to the CORE API can now test the new options products, as of September 20, 2017, in the New Release (test) environment.

      For the full text of this advisory, please click here