• OTC IRS Production Advisory – COP, CLP IRS Valuation Curve Input Changes - Effective October 23, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-315
      • Notice Date
      • 18 October 2023
      • Effective Date
      • 23 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.

      Click here for the full text of the advisory

      23-315

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.