CME Clearing will no longer accept CHF, GBP, and JPY Interest Rate Swaps referencing CHF-LIBOR, GBP-LIBOR, or JPY-LIBOR as the floating rate, for clearing as of November 11 in our test environment and December 2 in Production. There is no open interest in these contracts at the time of this notice.

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

 

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.