• CME Optimizer Support for ERIS SOFR-based Swap Futures for Portfolio Margining - Effective February 27, 2023

      • To
      • Clearing Member Firms; Back Office Mangers; CME Optimizer Users; CME CORE Users
      • From
      • CME Clearing
      • #
      • 23-035
      • Notice Date
      • 07 February 2023
      • Effective Date
      • 27 February 2023

    • To support the addition of ERIS SOFR-based Swap Futures to the portfolio margin program for IRS products on February 27th, 2023 in the Production environment Clearing Member firms that use CME Optimizer Software will need to include the following products in their position input files: YIA, YIB, YIC, YIT, YIW, YIY, YIL, YID, YII, YIO, YIE.

      Click here for the full text of the advisory

      23-035

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