Ensuring regulatory compliance

CM-SEF Center

Clear Markets (CMSEF) Rulebook

CM – CMSEF Rulebook July 13 2017


Amendments

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]
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