Please be advised that CME Clearing has successfully deployed the following enhancements to the New Release environment on Wednesday, November 6.
· Support for MXN-denominated fixed vs. float IRS. New Discount Factor files and Forward Curves will be made available.
o IRSDFR_ TIEE_yyyymmdd.csv
· Updated IRS_SGD_CURVE_yyyymmdd.csv
· Addition of Credit Limit Utilization on all Cleared Confirmation messages.
· Support for the Melbourne holiday calendar for all IRS products.
· New fields added to the end of the Trade Register in support of the following:
o SEF related attributes
o Different First Fixing
o FRA Fixing Date
Please contact the CME Client Services Team at firstname.lastname@example.org or 312.338.7712 with any questions/concerns.
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