• Enhancements to the Market Risk Component of the CME OTC IRS Margin Model - Effective August 7, 2019

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 19-262
      • Notice Date
      • 07 August 2019
      • Effective Date
      • 07 August 2019

    • CME is making enhancements to its OTC IRS margin model. The changes are now available for testing in the New Release environment as of August 6th, 2019. The production date will be announced in the coming weeks and is targeted for mid-September (pending all relevant regulatory review periods).

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

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