• New OTC FX PAA Report Available

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-374
      • Notice Date
      • 28 September 2020
      • Effective Date
      • 28 September 2020

    • Please be advised that a new OTC FX price alignment report is live in New Release. The report will be published in Production on October 5th, 2020. The OTC FX PAA Rate will continue referencing Fed Funds Effective rate for USD-settled forwards (CSFs and NDFs) and options. Similarly, the OTC FX PAA Rate will continue referencing EONIA for EUR-settled CSFs. The new standalone OTC FX report will contain the PAA Rate information for the 6 FX settlement currencies.

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

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.