• IRS New Release Enhancement Advisory

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 13-517
      • Notice Date
      • 07 November 2013
      • Effective Date
      • 07 November 2013
    • Please be advised that CME Clearing has successfully deployed the following enhancements to the New Release environment on Wednesday, November 6.
      ·        Support for MXN-denominated fixed vs. float IRS. New Discount Factor files and Forward Curves will be made available.
      o   IRSDFR_ TIEE_yyyymmdd.csv
      o   IRS_MXN_CURVE_yyyymmdd.csv
      ·        Updated IRS_SGD_CURVE_yyyymmdd.csv
      ·        Addition of Credit Limit Utilization on all Cleared Confirmation messages.
      ·        Support for the Melbourne holiday calendar for all IRS products.
      ·        New fields added to the end of the Trade Register in support of the following:
      o   SEF related attributes
      o   Different First Fixing
      o   FRA Fixing Date
      Please contact the CME Client Services Team at onboarding@cmegroup.com or 312.338.7712 with any questions/concerns.

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