• OTC IRS Liquidity Parameter Changes

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 19-150
      • Notice Date
      • 14 May 2019
      • Effective Date
      • 14 May 2019

    • CME will be updating liquidity parameters for interest rate swap contracts denominated in the following currencies: USD, MXN, CLP, COP, KRW and ZAR. These changes will be available for testing in our New Release environment today May 14th, 2019, with a production date of May 22nd, 2019.

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

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