IRS Production Advisory - Swaptions Clearing & Enhanced Margin Model Deployment - Effective April 11, 2016
To
Clearing Member Firms; Back Office Managers
From
CME Clearing
#
16-145
Notice Date
04 April 2016
Effective Date
11 April 2016
Please be advised that beginning on Monday, April 11, 2016, CME Clearing will expand its Interest Rate Swap product offering and deploy support for Swaptions into the Production environment.