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.