As the €STR and SOFR discounting transitions approach, we’ve created three quick educational videos to answer common questions and discuss how CME Group can help you smoothly navigate these events:
- Introduction and Overview: Explore the increasing market adoption of SOFR and review important points about the upcoming €STR & SOFR discounting transitions.
- Operational Processes and Testing: Break down the specifics behind the transition, get guidance on developing a strategy for handling cash adjustments and basis swaps, and explore how to prepare for the transition.
- SOFR Auction Process: Review the re-hedging exercise and get a technical walkthrough of the auction process, including CME Group’s approach and safeguards.
Download the full operational deck for the SOFR & €STR discounting transition.