Clearing Organization Rules : 44141

Organization: EUREX

Description: Proposed rule amendments in Eurex Clearing Circular 050-20 related to allowing USD OIS with a maximum remaining term of 50 years and 10 business days, SOFR-based OIS, SOFR-USD LIBOR basis swaps and SOFR-EFFR basis swaps, and other

Official Receipt Date: 2020-06-15 00:00:00

Status: Certified

Date: 2020-06-29 00:00:00

Remarks:

Associated Documents
ECAG Rule Certification 050-20
Attachment A_Eurex Clearing Circular 050-20