Please be advised that CME Clearing is updating CDS margin related parameters in the New Release Environment. Effective May 23, 2012, the Duration Series Tenor (DST) parameter used to calculate the liquidity margin will be set to 5 for Industrials and Technology Single Names in the New Release Environment. Only portfolios that contain Industrials or Technology Single Names will be impacted.
Contact the CME Client Services Group at email@example.com if you have any questions.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.