• ERIS Swap Future Transition to SOFR Discounting Complete - Effective October 19, 2020

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-397
      • Notice Date
      • 18 October 2020
      • Effective Date
      • 19 October 2020

    • Please be advised that CME Clearing has successfully transitioned ERIS Swap Futures to SOFR discounting and price alignment.

      The details of the change can be found at the link below: https://www.cmegroup.com/content/dam/cmegroup/notices/clearing/2020/09/Chadv20-340.pdf.

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

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