Effective immediately, CME Clearing will no longer accept Swiss Franc (CHF), British Pounds (GBP), and Japanese Yen (JPY) Interest Rate Swaps referencing “CHF-LIBOR”, “CHF-LIBOR-BBA”, “GBP-LIBOR”, “GBP-LIBOR-BBA”, “JPY-LIBOR”, “JPY-LIBOR-BBA” as the floating rate. There is no open interest in the Contracts.

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.

© 2026 CME Group Inc. All rights reserved.