• Euro-Denominated Deliverable Interest Rate Swap Futures Testing and Delivery Intent Template Requirements

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 14-128
      • Notice Date
      • 27 March 2014
      • Effective Date
      • 27 March 2014
    • Please be advised that for the new Euro-denominated Deliverable Swap Futures (http://www.cmegroup.com/trading/interest-rates/deliverable-interest-rate-swap-futures.html), delivery testing is now available for the June 2014 contracts in the New Release environment. FCMs wishing to test should contact CME Clearing Deliveries to coordinate at 312-930-3172 or clearinghousedelivteam@cmegroup.com.

      Intents may be entered manually or via intent file upload in Deliveries Plus. The file requirements shown in the attachment.



      For the full text of the advisory, click here