• OTC IRS Production Advisory – MXN, COP, CLP, INR, KRW, CNY, EUR, GBP curve input changes - Effective November 14, 2022

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-432
      • Notice Date
      • 07 November 2022
      • Effective Date
      • 14 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.

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

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.