• OTC IRS New Release – SOFR Discounting and Price Alignment: Dress Rehearsal and Testing Phase 2

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-358
      • Notice Date
      • 15 September 2020
      • Effective Date
      • 15 September 2020

    • As mentioned in advisory 20-321, please be advised that CME will hold a Dress Rehearsal over the weekend of Sept 18 – Sept 21 to simulate the end-to-end processing of the SOFR Discounting Transition. This event is held in our New Release environment and meant to test operational and technical impacts.

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

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