• Dress Rehearsal for LIBOR to RFR OIS Conversion of OTC GBP Interest Rate Swaps – November 05, 2021

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-392
      • Notice Date
      • 01 November 2021
      • Effective Date
      • 05 November 2021
    • CME will conduct a Dress Rehearsal for the GBP LIBOR to Risk-Free Rate OIS Conversion in the New Release environment on Friday, November 5, 2021.

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