• Dress Rehearsal for USD LIBOR Basis Swap Splitting - Effective January 27, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-022
      • Notice Date
      • 23 January 2023
      • Effective Date
      • 27 January 2023

    • Please be advised that CME will be conducting a dress rehearsal for the splitting of USD LIBOR basis swaps in the New Release testing environment on Friday, January 27, 2023. This process replicates the Production USD LIBOR basis swap splitting to be held on Friday, March 24, 2023.

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

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