• Change to Interest Rate Swap Curve Files

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-420
      • Notice Date
      • 16 September 2013
      • Effective Date
      • 23 September 2013
    • Please be advised that beginning Monday, September 23, 2013, CME Clearing is updating the format of the IRS Curve files. The update will only affect the order of some of the curve points in the Curve files. The change will impact the files listed below:
       
      IRS_AUD_CURVE_YYYYMMDD
      IRS_CAD_CURVE_YYYYMMDD
      IRS_EUR_CURVE_YYYYMMDD
      IRS_GBP_CURVE_YYYYMMDD
      IRS_JPY_CURVE_YYYYMMDD
      IRS_NZD_CURVE_YYYYMMDD
      IRS_USD_CURVE_YYYYMMDD
       
      See email distribution advisory for the latest file format changes.
       
      If you have any questions please contact the CME Client Services Group at onboarding@cmegroup.comor (312)-338-7112
       
       
       
       
      13-420

       

       

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