• OTC IRS Production Advisory – CAD Discounting Curve Change

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 18-303
      • Notice Date
      • 26 July 2018
      • Effective Date
      • 30 July 2018

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating additional short-term OIS inputs into the CAD discounting curve.

      Click here for the full text of the advisory

      18-303

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