• Enhancements to the Market Risk Component of the CME OTC IRS Margin Model, Mandatory Upgrade to CME Optimizer Software Version 13.0 and Log Return File Deprecation

      • To
      • Clearing Member Firms; Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 19-344
      • Notice Date
      • 16 October 2019
      • Effective Date
      • 04 November 2019

    • As highlighted in the advisory #19-262, the enhancements to the market risk component of IRS margin model have been rolled out to the New Release environment as of August 7th, 2019. These changes are now scheduled to be rolled out to the Production environment as of November 4th, 2019.

      For the full text of the advisory, please click here

      19-344

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