Please be advised that CME Clearing plans to adopt changes to the CLP ICP rate calculation, specifically when the Effective Date is Unadjusted and falls on a holiday (including Santiago holidays, US holidays, and weekends). This change is effective October 6, 2025 in the Production environment and will only impact a small subset of CLP swaps as outlined in this document. See the full advisory for calculation details and examples.

Please click the link below for the full text of this advisory.