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]
BS 1M LIBOR vs 3M LIBORUSD10Y7/30/20188.258.258.258.25500000000500000000
7/27/2018
7/26/2018
7/25/2018
7/24/2018
7/23/2018
7/20/2018
7/19/2018
7/18/2018
7/17/2018
7/16/2018
7/13/2018
7/12/2018
7/11/2018
7/10/2018
7/9/2018
7/6/2018
7/5/2018
7/3/2018
7/2/2018
6/29/2018
6/28/2018
6/27/2018
6/26/2018
6/25/2018
6/22/2018
6/21/2018
6/20/2018
6/19/2018
6/18/2018
6/15/2018
6/14/2018
6/13/2018
6/12/2018
6/11/2018
6/8/2018
6/7/2018
6/6/2018
6/5/2018
6/4/2018
6/1/2018
5/31/2018
5/30/2018
5/29/2018
5/28/2018
5/25/2018
5/24/2018
5/23/2018
5/22/2018
5/21/2018
5/18/2018
5/17/2018
5/16/2018
5/15/2018
BS 1M LIBOR vs 3M LIBORUSD2Y5/14/20181313131336900000003690000000
BS 1M LIBOR vs 3M LIBORUSD3Y5/14/201811.511.511.511.525000000002500000000
5/11/2018
5/10/2018
5/9/2018
5/8/2018
5/7/2018
5/4/2018
5/3/2018
5/2/2018
5/1/2018
4/30/2018
4/27/2018
4/26/2018
4/25/2018
4/24/2018
4/23/2018
4/20/2018
4/19/2018
4/18/2018
4/17/2018
4/16/2018
4/13/2018
4/12/2018
4/11/2018
4/10/2018
4/9/2018
4/6/2018
4/5/2018
4/4/2018
4/3/2018
4/2/2018
3/30/2018
3/29/2018
3/28/2018
3/27/2018
3/26/2018
3/23/2018
3/22/2018
3/21/2018
3/20/2018
3/19/2018
3/16/2018
3/15/2018
3/14/2018
3/13/2018
3/12/2018
3/9/2018
3/8/2018
3/7/2018
3/6/2018
3/5/2018
3/2/2018
3/1/2018
2/28/2018
2/27/2018
2/26/2018
2/23/2018
2/22/2018
2/21/2018
2/20/2018
2/19/2018
2/16/2018
2/15/2018
2/14/2018
2/13/2018
2/12/2018
2/9/2018
2/8/2018
2/7/2018
2/6/2018
2/5/2018
2/2/2018
2/1/2018
1/31/2018
1/30/2018
1/29/2018
1/26/2018
1/25/2018
1/24/2018
1/23/2018
1/22/2018
1/19/2018
1/18/2018
1/17/2018
1/16/2018
1/15/2018
1/12/2018
1/11/2018
1/10/2018
1/9/2018
1/8/2018
1/5/2018
1/4/2018
1/3/2018
1/2/2018
12/29/2017
12/28/2017
12/27/2017
12/26/2017
12/22/2017
12/21/2017
12/20/2017
12/19/2017
12/18/2017
12/15/2017
12/14/2017
12/13/2017
12/12/2017
12/11/2017
12/8/2017
BS 1M LIBOR VS 3M LIBORUSD1Y12/7/20178.3758.3758.3758.37525000000002500000000
12/6/2017
12/5/2017
12/4/2017
12/1/2017
11/30/2017
11/29/2017
11/28/2017
11/27/2017
11/24/2017
11/22/2017
11/21/2017
11/20/2017
11/17/2017
11/16/2017
11/15/2017
11/14/2017
11/13/2017
11/14/2017
11/10/2017
11/9/2017
11/8/2017
11/7/2017
11/6/2017
11/3/2017
11/2/2017
11/1/2017
10/31/2017
10/30/2017
10/27/2017
10/26/2017
10/25/2017
10/24/2017
10/23/2017
10/20/2017
10/19/2017
10/18/2017
10/17/2017
10/16/2017
BS 1M LIBOR VS 3M LIBOR
USD3Y10/13/20179999150000000
0150000000
0
10/12/2017
10/11/2017
10/10/2017
10/9/2017
10/6/2017
10/5/2017
10/4/2017
10/3/2017
10/2/2017
9/29/2017
9/28/2017
9/27/2017
9/26/2017
9/25/2017
9/22/2017
9/21/2017
9/20/2017
9/19/2017
9/18/2017
9/15/2017
9/14/2017
9/13/2017
9/12/2017
9/11/2017
9/8/2017
9/7/2017
9/6/2017
9/5/2017
9/1/2017
8/31/2017
8/30/2017
8/29/2017
8/28/2017
8/25/2017
8/24/2017
8/23/2017
8/22/2017
8/21/2017
8/18/2017
8/17/2017
8/16/2017
8/15/2017
8/14/2017
8/11/2017
8/10/2017
8/9/2017
8/8/2017
8/7/2017
8/4/2017
8/3/2017
8/2/2017
8/1/2017
7/31/2017
7/28/2017
7/27/2017
BS 3M LIBOR vs 6M LIBORUSD10Y7/26/201712.12512.12512.12512.125500000000500000000
7/25/2017
7/24/2017
7/21/2017
7/20/2017
7/19/2017
7/18/2017
BS 1M LIBOR vs 3M LIBORUSD10Y7/17/20178888500000000500000000
BS 1M LIBOR vs 3M LIBORUSD4Y7/17/20178.6258.6258.6258.62511800000001180000000
7/14/2017
7/13/2017
BS 1M LIBOR vs 3M LIBORUSD4Y7/12/20178.258.258.258.2510000000001000000000
7/11/2017
7/10/2017
7/07/2017
7/06/2017
7/05/2017
7/03/2017
6/30/2017
6/29/2017
6/28/2017
6/27/2017
6/26/2017
6/23/2017
6/22/2017
6/21/2017
6/20/2017
6/19/2017
BS 1M LIBOR vs 3M LIBORUSD3Y6/16/20177.1257.1257.1257.12515000000001500000000
6/15/2017
6/14/2017
6/13/2017
6/12/2017
BS 1M LIBOR vs 3M LIBORUSD3Y6/9/2017777715000000001500000000