• OTC IRS Production Advisory – EURIBOR Tenor Discontinuation

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 18-471
      • Notice Date
      • 28 November 2018
      • Effective Date
      • 28 November 2018
    • Please be advised CME will discontinue support for the 2 week, 2 month, and 9 month EURIBOR tenors on December 3, 2018. EMMI will cease the calculation and publication of these tenors on the same date. The changes are available now for testing in the New Release environment.

      For the full text of this advisory, please click here.