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Learn why traders use futures, how to trade futures, and what steps you should take to get started.
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Coupon Blending Netting Algorithms for IRS Market Type
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- To
- CME Account Manager Users
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- #
- 20151216
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- Notice Date
- 16 December 2015
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- Effective Date
- 16 December 2015
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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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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
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View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
