Please note CME clearing will be switching the curve instruments for GBP & JPY Libor 1M basis curve from current 1M vs. 6M to 1M vs. 3M ensuring the valuations of the products are in line with the market practices.
This change will be reflected in the IRS_"CUR"_CURVE_YYYYMMDD.csv for GBP and JPY from February 22, 2016.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.