Effective Sunday, August 30 (trade date Monday, August 31), CME STP will support non-deliverable OTC IRS products starting with Brazilian (BRL-CDI) denominated Fixed/Float IRS. To support this launch, the embedded FpML will include two new elements:

• A SettlementProvision element that includes the nonDelivarableSettlement element.
• A futureValueNotional element in the calculationPeriodAmount element.

These changes will be available for customer testing in New Release on Wednesday, July 29.

Please contact the CME Global Command Center (GCC) in the U.S. at +1 800 438 8616, in Europe at +44 800 898 013 or in Asia at +65 6532 5010 with any questions or concerns.