Please be advised that CME Clearing will be releasing a new version of PC-SPAN which will be made available beginning Sunday, July 15th. The new version (4.5.555) includes the following:
• HVaR OTC FX related fixes
• Minor bug fixes
• Reporting changes
This version is required for correct OTC FX margin calculations. The new version is not required for other products.
Please contact the CME Clearing Risk Hotline at firstname.lastname@example.org or 312.648.3888 if you have further questions.
For the full text of this advisory...