LIBOR fallbacks methodology for Eurodollar futures and options
Join us for a discussion of our proposed methodology for LIBOR fallbacks in CME cleared-products, with a special focus on Eurodollar futures and options.
Topics
- CME Group fully supports efforts to strengthen LIBOR fallbacks
- Our approach intends to maximize alignment with ISDA’s approach for OTC swaps to the extent possible
- Technical discussion of CME’s fallback approach for Eurodollar futures and options
Speakers
Sunil Cutinho
Senior Managing Director and President of CME Clearing
Agha Mirza
Managing Director and Global Head of Interest Rate Products
Webinar details:
10 am Eastern Time (ET)
Tuesday, November 12
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