• OTC IRS New Release Advisory – Compression Enhancements

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-066
      • Notice Date
      • 20 February 2019
      • Effective Date
      • 20 February 2019
    • Please be advised that CME will introduce mandatory changes for all IRS Clearing Members in New Release today, February 20th, 2019. The CME reporting and messaging changes correspond to the new triReduce unwind report and set groundwork for further triReduce compression enhancements like trade replacement. The COMPRESSION_GROUP_ID changes will allow for improved reconciliation of all CME compressions including netting, blending and multilateral.

      Click here for the full text of the advisory

      19-066