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CME Releases Optimizer For Eris SOFR Portfolio Margining

Date 03/11/2021

  • CME is expanding its portfolio margining offering for IRS products to include Eris SOFR-based Swap Futures
  • Clearing Firms using the CME Optimizer software must upgrade to version 17 by November 15, 2021
  • Details are available in CME Advisory Notice 21-381