Clearing
Swap Product Delisting in Test Environment - Effective November 11, 2024
To: Clearing Member Firms; Back Office Managers
From: CME Clearing
# 24-329
Notice Date: 25 October 2024
Effective Date: 11 November 2024
CME Clearing will no longer accept CHF, GBP, and JPY Interest Rate Swaps referencing CHF-LIBOR, GBP-LIBOR, or JPY-LIBOR as the floating rate, for clearing as of November 11 in our test environment and December 2 in Production. There is no open interest in these contracts at the time of this notice.
For the full text of this advisory, please click below.
