Clearing Organization Rules : 45651

Organization: CME

Description: Modifications to Discounting and Price Alignment for Emerging Markets Interest Rate Swaps ("IRS") and Over the Counter Foreign Exchange ("OTC FX") Products to Transition to the Secured Overnight Financing Rate ("SOFR") and Euro Short Term Rate ("?STR")

Official Receipt Date: 2021-03-11 00:00:00

Status: Certified

Date: 2021-03-25 00:00:00

Remarks:

Associated Documents
CME Submission No. 21-125