Please note CME Clearing will deploy SGD denominated swaps to the Production environment Tuesday, October 1st. This deployment will include:
· SGD margin data files and VWAP index support
· To account for negative zero rates that Singapore dollar Swap Offer Rate (SOR) has experienced, CME will shift the data by 4% before computing the returns.
CME has concurrently filed a change with the CFTC which will be effective in accordance with the CFTC Regulation 40.6 timeframes.
Please contact the CME Client Services Team at firstname.lastname@example.org or 312.338.7712 with any questions/concerns.
For the printer friendly version...