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Effective immediately, CME Account Manager will allow the following Coupon Blending Netting Algorithm options for the IRS Market Type, providing greater flexibility when creating portfolios:
Netting Algorithm |
Description |
Coupon Blending CustomerID |
“Selective Coupon Blending” - All trades with matching blending IDs and matching client IDs will blend. |
Coupon Blending Standard |
“Full Coupon Blending” - All trades with matching blending IDs will automatically blend. |
Additional information on Coupon Blending is available here.
The new Coupon Blending Netting Algorithm options are available in both the Production and New Release environments.
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