• Coupon Blending Netting Algorithms for IRS Market Type

      • To
      • CME Account Manager Users
      • #
      • 20151216
      • Notice Date
      • 16 December 2015
      • Effective Date
      • 16 December 2015

    •  

      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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