• Dress Rehearsal 3 for LIBOR to RFR OIS Conversion of OTC CHF, JPY, and GBP Interest Rate Swaps – Effective November 15, 2021

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 21-416
      • Notice Date
      • 12 November 2021
      • Effective Date
      • 15 November 2021

    • CME will conduct a Dress Rehearsal for the CHF/JPY/GBP LIBOR to Risk-Free Rate OIS Conversion in the New Release environment on Monday, November 15, 2021. The dress rehearsal will begin following the close-of-business at 6:00 pm ET and conclude prior to 7:30 pm ET.

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

       

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