OTC IRS New Release Advisory – Support for Flexible Fixing Date Offset (Lookback) - Effective September 22, 2021
To
Clearing Member Firms; Back Office Managers
From
CME Clearing
#
21-330
Notice Date
17 September 2021
Effective Date
22 September 2021
Please be advised that CME will support a flexible fixing date offset for overnight index swaps (OIS) in the New Release environment on Wednesday, September 22, 2021.