• OTC BRL IRS Event Risk Margin Removal

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 18-435
      • Notice Date
      • 02 November 2018
      • Effective Date
      • 06 November 2018

    • CME will revert the liquidity parameter change that was changed on Wednesday Oct 3rd, 2018. The change will be implemented for the end of day settlement cycle on Tuesday Nov 6th, 2018.

      Click here for the full text of the advisory

      18-435

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