• OTC IRS USD and MXN Liquidity Parameter Changes and Portfolio Margining of IRS with SOFR Futures

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 21-134
      • Notice Date
      • 14 April 2021
      • Effective Date
      • 15 April 2021

    • CME Clearing is updating the liquidity model parameters and enriching the product scope for the OTC IRS offering. The changes are scheduled to be made available in Production as of April 26, 2021.

      Click here for the full text of the advisory

      21-134

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