• OTC FX Production Advisory – Release 22 USD/CHF Product Impact - Effective July 20, 2021

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-254
      • Notice Date
      • 20 July 2021
      • Effective Date
      • 20 July 2021

    • Please be advised that CME will support the clearing of SARON swaps in Production on Monday, July 26, pending all relevant CFTC regulatory review periods. Following the launch of SARON swaps, USD/CHF cash-settled forwards and FX options will be discounted using the new CHF SARON 1D pricing curve. As referenced in advisory # 21-242, testing has been available in New Release (NR) since July 7, 2021.

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

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