Clearing
Dress Rehearsal 3 for 28 Day TIIE to TIIE de Fondeo Conversion of MXN Interest Rate Swaps - Effective November 14, 2024
To: Clearing Members Firms; Back Office Managers
From: CME Clearing
# 24-348
Notice Date: 12 November 2024
Effective Date: 14 November 2024
CME will conduct a third Dress Rehearsal for the MXN 28 Day TIIE to TIIE de Fondeo (F-TIIE) swap conversion in our test environment on Thursday, November 14, beginning at 6:00 pm ET. This test simulates the Primary Conversion to be held on Friday, November 22, 2024.
For the full text of this advisory, please refer to the link below.
