• Modification and Withdrawal of Clearing Support for Cleared Over-the-Counter (“OTC”) British pound (“GBP”) and Japanese Yen (“JPY”) Denominated Interest Rate Basis Swaps Referencing the London Interbank Offered Rate (“LIBOR”) - Effective September 24, 2021

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-325
      • Notice Date
      • 14 September 2021
      • Effective Date
      • 24 September 2021
    • Describes the process for the modification and withdrawal of clearing support for OTC JPY and GBP LIBOR Basis Swaps.

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