• Reminder: Production OTC IRS Advisory - MXN Price Alignment Amount - Effective September 25, 2017

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 17-369
      • Notice Date
      • 22 September 2017
      • Effective Date
      • 25 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 production Monday, September 25th, 2017.

      For the full text of this advisory, please click here