• OTC IRS New Release Advisory – USD 1M LIBOR Curve Change - Effective: July 3, 2019

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 19-209
      • Notice Date
      • 01 July 2019
      • Effective Date
      • 03 July 2019

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating additional short-term basis swap inputs into the USD 1M LIBOR forecasting curve.

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

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