Ensuring regulatory compliance

CM-SEF Center

Clear Markets (CMSEF) Rulebook

 

CM – CMSEF Rulebook September 12, 2017


Amendments

Clear Markets Rule Amendment Letter – August 2017

Clear Markets Rule Amendment Letter – July 2017

Clear Markets Rule Amendment Letter – November 2016 (Modified Previous Amendment)

Clear Markets Rule Amendment Letter – November 2016

Clear Markets Rule Amendment Letter – September 2016 (Modified Previous Amendment)

Clear Markets Rule Amendment Letter – September 2016

Clear Markets Rule Amendment Letter – August 2016

Clear Markets Rule Amendment Letter – August 2016

Clear Markets Rule Amendment Letter – April 2016

Clear Markets Rule Amendment Letter – April 2016

Clear Markets Rule Amendment Letter – February 2016

Clear Markets Rule Amendment Letter – July 2015

Clear Markets Rule Amendment Letter – June 2015


Notices

Notice of New Product – CMSEF OIS Swaps (USD Fed Funds)

Notice of Amendment to Product – CMSEF Fixed to Floating Swaps (USD LIBOR)

Notice of New Product – CMSEF Fixed to Floating Swaps (USD LIBOR)

Notice of New Product – CMSEF Basis Swaps (USD LIBOR)


Disciplinary Offenses


End of Day Data

InstrumentCurrencyTenorTrade DateOpen PriceClose PriceHigh PriceLow PriceTotal VolumeBlock Trade VolumeTotal Volume[USD]Block Trade Volume[USD]
2/14/2020
2/13/2020
2/12/2020
2/11/2020
2/10/2020
2/07/2020
BS 1M LIBOR vs 3M LIBORUSD7Y2/06/20208.58.58.58.5100,000,000100,000,000
2/05/2020
2/04/2020
2/03/2020
1/31/2020
BS 1M LIBOR vs 3M LIBORUSD2Y1/30/20209.37509.37509.37509.3750250,000,000250,000,000
BS 1M LIBOR vs 3M LIBORUSD7Y1/29/20209.37509.37509.37509.3750100,000,000100,000,000
1/28/2020
1/27/2020
1/24/2020
1/23/2020
1/22/2020
1/21/2020
1/20/2020
1/17/2020
1/16/2020
1/15/2020
1/14/2020
1/13/2020
1/10/2020
1/09/2020
1/08/2020
1/07/2020
1/06/2020
1/03/2020
1/02/2020
12/31/2019
12/30/2019
12/27/2019
12/26/2019
12/24/2019
12/23/2019
12/20/2019
12/19/2019
12/18/2019
12/17/2019
12/16/2019
12/13/2019
12/12/2019
12/11/2019
12/10/2019
12/09/2019
12/06/2019
12/05/2019
12/04/2019
12/03/2019
12/02/2019
11/31/2019
11/30/2019
11/27/2019
11/25/2019
11/22/2019
11/21/2019
11/20/2019
11/19/2019
11/18/2019
11/15/2019
11/14/2019
11/13/2019
11/12/2019
11/11/2019
11/08/2019
11/07/2019
11/06/2019
11/05/2019
11/04/2019
11/01/2019
10/31/2019
10/30/2019
10/29/2019
10/28/2019
10/25/2019
10/24/2019
10/23/2019
10/22/2019
10/21/2019
10/18/2019
10/17/2019
10/16/2019
10/15/2019
10/14/2019
10/11/2019
10/10/2019
10/09/2019
10/08/2019
10/07/2019
10/04/2019
10/03/2019
10/02/2019
10/01/2019
9/30/2019
9/27/2019
9/26/2019
9/25/2019
9/24/2019
9/23/2019
9/20/2019
9/19/2019
9/18/2019
9/17/2019
9/16/2019
9/13/2019
9/12/2019
9/11/2019
9/10/2019
9/9/2019
9/6/2019
9/5/2019
9/4/2019
9/3/2019
9/2/2019
8/30/2019
8/29/2019
8/28/2019
8/27/2019
8/26/2019
8/23/2019
8/22/2019
8/21/2019
8/20/2019
8/19/2019
8/16/2019
8/15/2019
8/14/2019
8/13/2019
8/12/2019
8/09/2019
8/08/2019
8/07/2019
8/06/2019
8/05/2019
8/02/2019
8/01/2019
7/31/2019
7/30/2019
7/29/2019
7/26/2019
7/25/2019
7/24/2019
7/23/2019
7/22/2019
7/19/2019
7/18/2019
7/17/2019
7/16/2019
7/15/2019
7/12/2019
7/11/2019
7/10/2019
7/09/2019
7/08/2019
7/05/2019
7/03/2019
7/02/2019
7/01/2019
6/28/2019
6/27/2019
6/26/2019
6/25/2019
6/24/2019
6/21/2019
6/20/2019
6/19/2019
6/18/2019
6/17/2019
6/14/2019
6/13/2019
6/12/2019
6/11/2019
6/10/2019
6/07/2019
6/06/2019
6/05/2019
6/04/2019
6/03/2019
5/31/2019
5/30/2019
5/29/2019
5/28/2019
5/27/2019
5/24/2019
5/23/2019
5/22/2019
5/21/2019
5/20/2019
5/17/2019
5/16/2019
5/15/2019
5/14/2019
5/13/2019
5/10/2019
5/09/2019
5/08/2019
5/07/2019
5/06/2019
5/03/2019
5/02/2019
5/01/2019
4/30/2019
4/29/2019
4/26/2019
4/25/2019
4/24/2019
4/23/2019
4/22/2019
4/19/2019
4/18/2019
4/17/2019
4/16/2019
4/15/2019
4/12/2019
4/11/2019
4/10/2019
4/09/2019
4/08/2019
4/05/2019
4/04/2019
4/03/2019
4/02/2019
4/01/2019
3/29/2019
3/28/2019
3/27/2019
3/26/2019
3/25/2019
3/22/2019
3/21/2019
3/20/2019
3/19/2019
3/18/2019
3/15/2019
3/14/2019
3/13/2019
3/12/2019
3/11/2019
03/08/2019
BS 1M LIBOR vs 3M LIBORUSD7Y3/07/201999997500000075000000
03/06/2019
03/05/2019
03/04/2019
03/01/2019
02/28/2019
02/27/2019
02/26/2019
02/25/2019
02/22/2019
02/21/2019
02/20/2019
02/19/2019
02/18/2019
02/15/2019
02/14/2019
02/13/2019
02/12/2019
02/11/2019
02/08/2019
02/07/2019
BS 1M LIBOR vs 3M LIBORUSD10Y02/06/20199.59.59.59.55000000050000000
02/05/2019
02/04/2019
02/01/2019
01/31/2019
01/30/2019
01/29/2019
01/28/2019
01/25/2019
01/24/2019
01/23/2019
01/22/2019
01/21/2019
01/18/2019
01/17/2019
01/16/2019
01/15/2019
01/14/2019
01/11/2019
01/10/2019
01/09/2019
01/08/2019
01/07/2019
01/04/2019
01/03/2019
01/02/2019