• Dress Rehearsal for LIBOR to RFR OIS Conversion of OTC JPY and CHF Interest Rate Swaps

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-377
      • Notice Date
      • 19 October 2021
      • Effective Date
      • 22 October 2021

    • Notification that CME will conduct a Dress Rehearsal for the CHF and JPY LIBOR to Risk-Free Rate OIS Conversion in the New Release environment on Friday, October 22, 2021.

      Click here for the full text of the advisory

      21-377

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