EXCLUSIVE: CME adjusts discounting transition date to keep SOFR big bang alive
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EXCLUSIVE: CME adjusts discounting transition date to keep SOFR big bang alive

John Crabb
October 22, 2019
cme lch

The CCP told Practice Insight of plans to change the date on which it transitions cleared USD swaps from Libor to the secured overnight financing rate to fall in line with that proposed by UK counterpart, LCH

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