• OTC IRS Production – SOFR Discounting Transition Processing Completed

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 20-402
      • Notice Date
      • 16 October 2020
      • Effective Date
      • 16 October 2020

    • Please be advised that CME Clearing has successfully completed the SOFR Discounting Transition and Price Alignment Processing for USD Interest Rate Swap products in accordance with the process set out in Clearing Advisory 20-391 .

      Click here for the full text of the advisory

      20-402

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