• OTC IRS New Release Advisory – USD Fed Funds Discounting Curve Change - Effective October 29, 2019

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-358
      • Notice Date
      • 29 October 2019
      • Effective Date
      • 29 October 2019

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating additional short-term OIS inputs into the USD Fed Funds discounting curve.

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

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