Please be advised that CME Clearing will be releasing a new version of PC-SPAN over the weekend which will be made available beginning on Sunday, May 6th.
The new version is 4.5.553 and includes the following:
· HVaR OTC FX related fixes
· ERIS product changes to accommodate Portfolio Margining
All other products will have no changes.
The old version will still be available, but please download the new version to properly calculate the margins for OTC FX and ERIS products.
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