As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating CME-specific swap observations in the end of day USD valuation curves in our Production environment on Monday, June 8, 2015. This change was originally announced on May 13, 2015 and has been available in our testing environment since June 1, 2015.
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.