• New Version of IRS Margining Software Available July 22nd, 2011

      • To
      • Clearing Member Firms, Chief Financial Officers, Back Office Managers, Margin Managers
      • From
      • CME Clearing
      • #
      • 11-244
      • Notice Date
      • 14 July 2011
      • Effective Date
      • 22 July 2011
    • Please be advised that a new version of CME’s IRS margining software, which supports greater margin flexibility, will be made available to clearing firms and customers on July 22nd, 2011. For the avoidance of doubt, margin parameter files for the new build will be available for the New Release environment on Monday July 25th. The new version will be available to authorized users at CME’s software distribution website at www.cme-ch.com/pcspan.





      For the full text of the advisory, please click here