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