As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will soon be incorporating CME-specific swap observations into our end of day USD valuation curves. This change will be reflected in the New Release environment on Monday, June 1, 2015. The Production date will be within 2 weeks of NR and the actual date will be communicated at a later time.
Please direct any inquires to OTCValuations@cmegroup.com.
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.