• CME OTC IRS USD Valuation Curves - June 1, 2015

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 15-146
      • Notice Date
      • 28 May 2015
      • Effective Date
      • 01 June 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. This change will be reflected in the New Release environment on Monday, June 1, 2015. The Production date will be within 2 weeks of NR and the actual date will be communicated at a later time.

      Please direct any inquires to OTCValuations@cmegroup.com.

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

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