• OTC IRS BRL Liquidity Parameter Changes

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 19-085
      • Notice Date
      • 11 March 2019
      • Effective Date
      • 11 March 2019

    • CME has conducted its twice annual liquidity poll of the clearing membership for liquidity costs related to Interest Rate Swap contracts. Notice is being provided that CME will be making changes to liquidity parameters for Brazilian Real contracts (“BRL”). This change will be available for testing in the New Release environment from March 11th, 2019 and will take effect in Production on March 13th, 2019.

      For the full text of this advisory, please click here.

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