• Updated: CME CORE API and GUI Enhancements: Support of OTC FX Options

      • To
      • CME CORE users; Margin API users
      • From
      • CME Clearing
      • #
      • 17-451
      • Notice Date
      • 22 November 2017
      • Effective Date
      • 27 November 2017
    • As an update to Advisory 17-366, please be advised that CME CORE now supports the initial margin calculations of portfolios containing OTC FX Options products and 7 new Cash-settled FX Forwards (CSF). The new CSF and FX Options products are available in the following currency pairs: USD/JPY, EUR/USD, GBP/USD, AUD/USD, USD/CHF, USD/CAD, and EUR/GBP. Users connected to the Margin API or the CORE UI can begin using the new currencies in production on Monday, November 27th. Support for the new currencies is also now available to test in the New Release (test) environment.

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      17-451