• OTC IRS New Release Advisory – MXN, COP, CLP, INR, KRW, CNY, EUR, GBP curve input changes - Effective November 02, 2022

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-419
      • Notice Date
      • 31 October 2022
      • Effective Date
      • 02 November 2022

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating curve input changes to MXN, COP, CLP, INR, KRW, and CNY discounting curves. EUR and GBP curves will add additional tenors.

      Click here for the full text of the advisory

      22-419

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