• OTC IRS New Release Advisory – DKK CIBOR 2W, 2M & 9M Tenor Discontinuation - Effective March 30, 2022

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-113
      • Notice Date
      • 25 March 2022
      • Effective Date
      • 30 March 2022

    • Please be advised that CME will end clearing support for discontinued 2W, 2M, and 9M DKK CIBOR tenors in New Release on March 30, 2022 and in Production on May 2, 2022. CME currently supports these tenors for use in stub interpolations and FRAs only. All other DKK CIBOR tenors will continue to be supported for clearing.

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

       

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