• OTC IRS Production release – Input Data format update – Effective January 29, 2024

      • To
      • Clearing Member Firms; Back Office Managers; ISVs
      • From
      • CME Clearing
      • #
      • 24-026
      • Notice Date
      • 24 January 2024
      • Effective Date
      • 29 January 2024

    • Please be advised that CME Clearing will be updating the data format for three End of Day initial margin reports in order to align with market convention. These changes will have no impact on initial margin calculations. The changes will be effective in production on Monday, January 29, 2024.

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

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