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]
9/10/2020
9/09/2020
9/08/2020
9/07/2020
9/04/2020
9/03/2020
9/02/2020
9/01/2020
8/31/2020
8/28/2020
8/27/2020
8/26/2020
8/25/2020
8/24/2020
8/21/2020
8/20/2020
8/19/2020
8/18/2020
8/17/2020
8/14/2002
8/13/2020
8/12/2020
8/11/2020
8/10/2020
8/07/2020
8/06/2020
8/05/2020
8/04/2020
8/03/2020
7/31/2020
7/30/2020
7/29/2020
7/28/2020
7/27/2020
7/24/2020
7/23/2020
7/22/2020
7/21/2020
7/20/2020
7/17/2020
7/16/2020
7/15/2020
7/14/2020
7/13/2020
7/10/2020
7/09/2020
7/08/2020
7/07/2020
7/06/2020
7/03/2020
7/02/2020
7/01/2020
6/30/2020
6/29/2020
6/26/2020
6/25/2020
6/24/2020
6/23/2020
6/22/2020
6/19/2020
6/18/2020
6/17/2020
6/16/2020
6/15/2020
6/12/2020
6/11/2020
6/10/2020
6/09/2020
6/08/2020
6/05/2020
6/04/2020
6/03/2020
6/02/2020
6/01/2020
5/29/2020
5/28/2020
5/27/2020
5/26/2020
5/25/2020
5/22/2020
5/21/2020
5/20/2020
5/19/2020
5/18/2020
5/15/2020
5/14/2020
5/13/2020
5/12/2020
5/11/2020
5/08/2020
5/07/2020
5/06/2020
5/05/2020
5/04/2020
5/01/2020
4/30/2020
4/29/2020
4/28/2020
4/27/2020
4/24/2020
4/23/2020
4/22/2020
4/21/2020
4/20/2020
4/17/2020
4/16/2020
4/15/2020
4/14/2020
4/13/2020
4/10/2020
4/09/2020
4/08/2020
4/07/2020
BS 1M LIBOR vs 3M LIBORUSD7Y4/06/20207.757.757.757.75100,000,0000100,000,0000
4/03/2020
4/02/2020
4/01/2020
3/31/2020
3/30/2020
3/27/2020
3/26/2020
3/25/2020
3/24/2020
3/23/2020
3/20/2020
3/19/2020
3/18/2020
3/17/2020
3/16/2020
3/13/2020
3/12/2020
3/11/2020
3/10/2020
3/09/2020
3/06/2020
3/05/2020
3/04/2020
3/03/2020
3/02/2020
2/28/2020
2/27/2020
2/26/2020
2/25/2020
2/24/2020
2/21/2020
2/20/2020
2/19/2020
2/18/2020
2/17/2020
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