• OTC IRS New Release Advisory – USD Curve Input Changes - Effective February 22, 2022

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-057
      • Notice Date
      • 22 February 2022
      • Effective Date
      • 22 February 2022

    • As part of our continuing efforts to ensure a prudent risk management process for all products, CME Clearing will be incorporating the following changes to USD SOFR 1D, USD LIBOR 3M, and USD FEDFUNDS 1D curves.

      Click here for the full text of the advisory

      22-057

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