• USD LIBOR to SOFR Secondary Swap Conversion – Effective July 03, 2023

      • To
      • Clearing Member Firms; Back Office Managers
      • From
      • CME Clearing
      • #
      • 23-188
      • Notice Date
      • 28 June 2023
      • Effective Date
      • 03 July 2023

    • CME is on-track to conduct the USD LIBOR to SOFR Secondary (ZCS) Swap Conversion on Monday, July 03, 2023, beginning at 7:00 pm ET.

      Click here for the full text of the advisory

      23-188

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.