• U.S. Government Agencies - SOFR-Based Floating Rate Notes - Effective July 27, 2018

      • To
      • Clearing Member Firms; Chief Financial Officers; Back Office Managers
      • From
      • CME Clearing
      • #
      • 18-305
      • Notice Date
      • 27 July 2018
      • Effective Date
      • 27 July 2018
    • CME Clearing confirms that its existing collateral policy includes acceptance of floating rate U.S. government agencies for performance bond requirements, including floating rate notes anchored to the Secured Overnight Financing Rate (“SOFR”).

      For the full text of this advisory, please click here