• OTC BRL IRS Event Risk Margin Change Round 2

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 18-397
      • Notice Date
      • 02 October 2018
      • Effective Date
      • 03 October 2018
    • CME will further increase BRL IRS Margin level by increasing the liquidity charge for all BRL Swaps in anticipation of possible market moves specific to the Brazil Election on October 7, 2018.

      Click here for the full text of the advisory

      18-397