• PC-SPAN Upgrade-Effective Sunday, July 15, 2012

      • To
      • Clearing Member Firms; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 12-294
      • Notice Date
      • 13 July 2012
      • Effective Date
      • 15 July 2012
    • Please be advised that CME Clearing will be releasing a new version of PC-SPAN which will be made available beginning Sunday, July 15th.  The new version (4.5.555) includes the following:
       
      •       HVaR OTC FX related fixes
      •       Minor bug fixes
      •       Reporting changes
       
      This version is required for correct OTC FX margin calculations. The new version is not required for other products.
       
      Please contact the CME Clearing Risk Hotline at clearing.riskmanagement@cmegroup.com  or 312.648.3888 if you have further questions.

      For the full text of this advisory...