• CME Inclusion of Options on Eurodollar Futures in Portfolio Margin Program with Interest Rate Swaps (IRS) Products - Effective October 29, 2020

      • To
      • Clearing Member Firms; Back Office Managers; CME Optimizer Users; CME CORE Users
      • From
      • CME Clearing
      • #
      • 20-416
      • Notice Date
      • 29 October 2020
      • Effective Date
      • 29 October 2020

    • CME is expanding its portfolio margining offering for IRS Products to include Options on Eurodollar futures in addition to existing eligible futures products: Eurodollar Futures, Fed Funds Futures, Treasury Futures and Deliverable Swap (MAC) Futures. This extension is available in CME’s testing environment beginning October 28th, 2020 with a target Production date of December 7th, subject to regulatory approval. 

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

       

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