• IRS Production Advisory: CHF Overnight Index Change - Effective December 4, 2017

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 17-456
      • Notice Date
      • 28 November 2017
      • Effective Date
      • 04 December 2017
    • In preparation for the decommissioning of the TOIS benchmark index on December 29, 2017, CME Clearing will begin quoting SARON (Swiss Average Rate Overnight) in the Production environment on December 4, 2017.

      For the full text of this advisory, please click here