USD IRS Curves and NA CDX Settlement on Good Friday - April 3, 2015

Please note CME Clearing will settle USD Interest Rate Swaps (IRS) curves and NA CDX in its Production environment on Good Friday (April 3rd) for VM and IM settlement.

CME Clearing will be following the schedule outlined below for NA.CDX settlements –

• Publication for price requirement file: 9:45 am ET

• Publication of early CDS settlement price file: 10:30 am ET

• Publication of Preliminary Dealer Feedback Files: 11:05 am ET

• Dealer Price Submission Deadline: 11:35 am ET

• Publication of Final CDX PQA Dealer Feedback Files: 11:45 am ET

If you have questions, please contact the OTC valuations team at OTCValuations@cmegroup.com.

For a printer friendly version of this advisory, please click here.