• Dress Rehearsal for USD LIBOR to SOFR Swap Primary Conversion - Effective February 10, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-040
      • Notice Date
      • 10 February 2023
      • Effective Date
      • 10 February 2023
    • CME will conduct a Dress Rehearsal for the USD LIBOR to SOFR Swap Conversion in the New Release environment on Friday, February 10, 2023. This event simulates the Primary Conversion to be held on April 21, 2023.

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