• CME OTC IRS USD Valuation Curves - June 8, 2015

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 15-147
      • Notice Date
      • 02 June 2015
      • Effective Date
      • 08 June 2015

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating CME-specific swap observations in the end of day USD valuation curves in our Production environment on Monday, June 8, 2015. This change was originally announced on May 13, 2015 and has been available in our testing environment since June 1, 2015. 

      Please direct any inquires to OTCValuations@cmegroup.com.

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

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