• CME OTC IRS USD Valuation Curves

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 15-131
      • Notice Date
      • 13 May 2015
      • Effective Date
      • 13 May 2015

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will soon be incorporating CME-specific swap observations into our end of day USD valuation curves.  We plan to do this within the next 30 days.  The corresponding New Release and Production dates will be communicated to clients at a later time.

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