• Cessation of Eurodollar CVOL Indices

      • To
      • CME Direct Customers
      • From
      • Global Market Solutions and Services
      • #
      • 20230202
      • Notice Date
      • 02 February 2023

    • Due to the acceleration of transition from Eurodollar futures and options to SOFR, CME Group Benchmark Administration (CBA), will be bringing forward the permanent cessation of the three Eurodollar CVOL indices to Friday, February 10.

      • Eurodollar 90-day CVOL
      • Eurodollar 1-year Midcurve 90-day CVOL
      • Eurodollar 2-year Midcurve 90-day CVOL

      Additional information on this change is available on the CVOL webpage.

      Any comments or queries regarding the cessation of the three Eurodollar CVOLs should be sent to benchmark@cmegroup.com.

       

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