• OTC IRS New Release – Coupon Blending of USD LIBOR Swaps

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 22-487
      • Notice Date
      • 22 December 2022
      • Effective Date
      • 27 December 2022

    • Please be advised that CME will run Coupon Blending on all USD LIBOR swaps in the New Release environment for the purpose of reducing line items ahead of the USD swap conversion Dress Rehearsals.

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

       

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