• OTC IRS Production and New Release Advisory – Compression Enhancements

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-193
      • Notice Date
      • 20 June 2019
      • Effective Date
      • 20 June 2019
    • Two compression enhancements are scheduled for release. These enhancements allow for additional swaps to be eligible for netting and coupon blending. The technical impacts are considered backwards compatible. However, Clearing Firms will need to ensure they are managing their trade populations as more trades become eligible for compression. Test trades can be backloaded to clearing firm accounts upon request.

      Click here for the full text of the advisory

      19-193