• Interest Rate Swap Log Return File Deprecation

      • To
      • Clearing Member Firms; Back Office Managers; CME Optimizer Users
      • From
      • CME Clearing
      • #
      • 19-217
      • Notice Date
      • 08 July 2019
      • Effective Date
      • 08 July 2019

    • In conjunction with enhancements to the CME Optimizer, CME is deprecating the IRS Log Return File Log_Return_yyyymmdd.csv in the New Release and Production environments.

      This change will impact firms who access the Log return file from the CME secure FTP. Because use cases for this file can vary, please review your processes to ensure you are not dependent on this file.

      Click here for the full text of the advisory

      19-217

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.