• OTC FX New Release Advisory – Release 22 USD/CHF Product Impact

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-242
      • Notice Date
      • 02 July 2021
      • Effective Date
      • 02 July 2021

    • Please be advised with the Release 22 deployment, USD/CHF cash-settled forwards and FX options will be discounted using the CHF SARON 1D curve. The Release is scheduled in New Release (NR) for Wednesday July 7, 2021. The production date is currently scheduled for July 26, 2021, pending all relevant CFTC regulatory review periods.

      Click here for the full text of the advisory

      21-242

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