• OTC IRS Production Advisory – BRL IRS Curve Data Change for March 14, 2023 - Effective March 14, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-084
      • Notice Date
      • 15 March 2023
      • Effective Date
      • 14 March 2023

    • CME has revised BRL IRS curve data for Trade Date, March 14, 2023. These curves are used for the end of day valuation of Cleared BRL Interest Rate Swaps (IRS).

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

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