Clearing House Advisory Notices
To | Back Office Managers; Software Providers
From | CME Clearing
Subject | Settlement Price File Changes for Upcoming Launch of CME Swaps on Swapstream
Notice Date | 2008-06-20
Notice Number | 08-129
Effective Date | 2008-06-20
Later this year, CME Group will launch trading in CME Swaps on Swapstream. These are cleared, standardized, fixed-versus-floating interest-rate swaps. Settlement data for the initial four swap products will be provided in the various settlement price files. The product codes for these new swap products are as follows: For the full text of this advisory...