• OTC IRS Event Risk Margin Add-on Removal

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers; Margin Managers
      • From
      • CME Clearing
      • #
      • 13-488
      • Notice Date
      • 17 October 2013
      • Effective Date
      • 17 October 2013
    • Please be advised that CME Clearing will remove the temporary 3% margin add-on for cleared OTC IRS portfolios. The change is effective as of the October 17, 2013 settlement cycle.
       
      For further details, please contact the CME Risk Hotline: 312-648-3888

       

       

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      13-488