• OTC IRS New Release Advisory – COP, CLP IRS Valuation Curve Input Changes – Effective October 11, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-308
      • Notice Date
      • 09 October 2023
      • Effective Date
      • 11 October 2023

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be updating inputs to the COP and CLP IRS valuation curves.

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

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