Market regulation · 14/05/2012

CME Group Approves Rule Change to Enhance Credit Default Swap Guaranty Fund Allocations and Pricing Procedures

The Chicago Mercantile Exchange Inc. has approved a proposed rule change to update its rules governing credit default swap guaranty fund allocations, end-of-day pricing procedures, daily submission deadlines, holiday accrual processing, and the price alignment interest payment timeline, as outlined in the Self-Regulatory Organizations notice.