Ensuring regulatory compliance

CM-SEF Center

Clear Markets (CMSEF) Rulebook

CM – CMSEF Rulebook April 1, 2022


Amendments

Clear Markets Rule Amendment Letter – April 2022

Clear Markets Rule Amendment Letter – January 2022

Clear Markets Rule Amendment Letter – June 2021

Clear Markets Rule Amendment Letter – November 2020

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 Physically Settled Uncleared Option

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]
1M LIBOR VS 3M LIBORUSD10Y6/03/202111.511.511.511.5200,000,000.000200,000,000.000
6/02/2021
6/01/2021
5/31/2021
5/28/2021
5/27/2021
5/26/2021
5/25/2021
5/24/2021
5/21/2021
5/20/2021
5/19/2021
5/18/2021
5/17/2021
5/14/2021
5/13/2021
5/12/2021
5/11/2021
5/10/2021
5/07/2021
5/06/2021
5/05/2021
5/04/2021
5/03/2021
4/30/2021
1M LIBOR VS 3M LIBORUSD10Y4/29/20211212121250,000,000050,000,0000
04/28/2021
04/27/2021
04/26/2021
04/23/2021
04/22/2021
04/21/2021
04/20/2021
04/19/2021
04/16/2021
04/15/2021
04/14/2021
04/13/2021
04/12/2021
04/09/2021
04/08/2021
04/07/2021
04/06/2021
04/05/2021
04/02/2021
04/01/2021
03/31/2021
03/30/2021
03/29/2021
03/26/2021
03/25/2021
03/24/2021
03/23/2021
03/22/2021
03/19/2021
03/18/2021
03/17/2021
03/16/2021
03/15/2021
03/12/2021
03/11/2021
03/10/2021
03/09/2021
03/08/2021
03/05/2021
03/04/2021
03/03/2021
03/02/2021
03/01/2021
02/26/2021
02/25/2021
02/24/2021
02/23/2021
02/22/2021
02/19/2021
02/18/2021
02/17/2021
02/16/2021
02/15/2021
02/12/2021
02/11/2021
02/10/2021
02/09/2021
02/08/2021
02/05/2021
02/04/2021
02/03/2021
02/02/2021
02/01/2021
01/29/2021
01/28/2021
01/27/2021
01/26/2021
01/25/2021
01/22/2021
01/21/2021
01/20/2021
01/19/2021
01/18/2021
01/15/2021
01/14/2021
01/13/2021
01/12/2021
01/11/2021
01/08/2021
01/07/2021
01/06/2021
01/05/2021
01/04/2021
12/31/2020
12/30/2020
12/29/2020
12/28/2020
12/24/2020
12/23/2020
12/22/2020
12/21/2020
12/18/2020
12/17/2020
12/16/2020
12/15/2020
12/14/2020
12/11/2020
12/10/2020
12/09/2020
12/08/2020
12/07/2020
12/04/2020
12/03/2020
12/02/2020
12/01/2020
11/30/2020
11/27/2020
11/25/2020
11/24/2020
11/23/2020
11/20/2020
11/19/2020
11/18/2020
11/17/2020
11/16/2020
11/13/2020
11/12/2020
11/11/2020
11/10/2020
11/09/2020
11/06/2020
11/05/2020
11/04/2020
11/03/2020
11/02/2020
10/30/2020
10/29/2020
10/28/2020
10/27/2020
10/26/2020
10/23/2020
10/22/2020
10/21/2020
10/20/2020
10/19/2020
10/16/2020
10/15/2020
10/14/2020
10/13/2020
10/12/2020
10/09/2020
10/08/2020
10/07/2020
10/06/2020
10/05/2020
10/02/2020
10/01/2020
9/30/2020
9/29/2020
9/28/2020
9/25/2020
9/24/2020
9/23/2020
9/22/2020
9/21/2020
9/18/2020
9/17/2020
9/16/2020
9/15/2020
9/14/2020
9/11/2020
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