• Addition of ERIS SOFR-based Swap Futures for Portfolio Margining with OTC IRS - Effective February 27, 2023

      • To
      • Clearing Member Firms; Chief Financial Officers; CME Optimizer Users; CME CORE Users; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 23-032
      • Notice Date
      • 02 February 2023
      • Effective Date
      • 27 February 2023

    • CME is expanding its portfolio margining offering for IRS products to include ERIS SOFR-based Swap Futures.

      Click here for the full text of the advisory

      23-032

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