• Risk Factor Enhancements for USD Curves in CME Clearing’s OTC IRS Margin Model and the Addition of Treasury and SOFR options Available for Portfolio Margining with OTC IRS - Effective October 28, 2022

      • To
      • Clearing Member Firms; Back Office Managers; CME Optimizer Users; CME CORE Users; Margin Managers
      • From
      • CME Clearing
      • #
      • 22-416
      • Notice Date
      • 28 October 2022
      • Effective Date
      • 28 October 2022

    • CME Clearing is making the following enhancements to its OTC IRS margin services. All changes outlined in this advisory are currently available for testing in CME’s New Release environment, and will take effect in the production environment on Monday, December 12, 2022, pending regulatory approval.

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

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