• OTC IRS Production – €STR Discounting and Price Alignment Transition Date

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-168
      • Notice Date
      • 20 April 2020
      • Effective Date
      • 20 April 2020

    • Please be advised that CME will be delaying the €STR Discounting and Price Alignment Transition for cleared EUR interest rate swap products to the close of business July 24, 2020. The transition was previously scheduled to occur on June 19, 2020.

      For the full text of this advisory, please click here.

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