• CDS Production Advisory – New CME CDS Margin Model and iTraxx Clearing Services

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 15-014
      • Notice Date
      • 14 January 2015
      • Effective Date
      • 02 February 2015

    • Please be advised that beginning on Monday, February 2, 2015, CME Clearing will implement the new CME CDS Margin Model and launch the Markit iTraxx Europe and the Markit iTraxx Crossover benchmark indexes into Production.

      CME Clearing will expand the product set to include the Markit iTraxx Europe index with 3, 5, 7 and 10-year maturities and the Markit iTraxx Crossover index with 5-year maturity, for both Series 17 through 22.

      If you have questions, please contact the CME Client Services Team at Onboarding@cmegroup.com.

      FOR THE FULL TEXT OF THE ADVISORY, CLICK HERE

      15-014

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