• OTC IRS Production Advisory – DKK CIBOR 2W, 2M & 9M Tenor Discontinuation - Effective May 2, 2022

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-159
      • Notice Date
      • 25 April 2022
      • Effective Date
      • 02 May 2022

    • Please be advised that CME will end clearing support for discontinued 2W, 2M, and 9M DKK CIBOR tenors in Production on May 2, 2022. This change has been live in New Release since March 30, 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. CME CORE will support these changes as well.

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

       

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