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 LIBORUSD4Y11/15/201811.37511.37511.37511.375125000000125000000
11/14/2018
11/13/2018
11/12/2018
11/09/2018
11/08/2018
11/07/2018
11/06/2018
11/05/2018
11/02/2018
11/01/2018
10/31/2018
10/30/2018
10/29/2018
10/26/2018
10/25/2018
10/24/2018
10/23/2018
10/22/2018
10/19/2018
10/18/2018
10/17/2018
10/16/2018
10/15/2018
10/12/2018
10/11/2018
10/10/2018
10/9/2018
10/8/2018
10/5/2018
10/4/2018
10/3/2018
10/2/2018
10/1/2018
9/28/2018
9/27/2018
BS 1M LIBOR vs 3M LIBORUSD7Y9/26/20189.259.259.259.25100000000 0100000000 0
9/25/2018
9/24/2018
BS 1M LIBOR vs 3M LIBORUSD10Y9/21/20188.58.58.58.512500000001250000000
9/20/2018
9/19/2018
9/18/2018
9/17/2018
9/14/2018
9/13/2018
9/12/2018
9/11/2018
9/10/2018
9/7/2018
9/6/2018
9/5/2018
9/4/2018
9/3/2018
8/31/2018
8/30/2018
8/29/2018
8/28/2018
8/27/2018
8/24/2018
8/23/2018
8/22/2018
8/21/2018
8/20/2018
8/17/2018
8/16/2018
8/15/2018
8/14/2018
8/13/2018
8/10/2018
8/9/2018
8/8/2018
8/7/2018
8/6/2018
8/3/2018
8/2/2018
8/1/2018
7/31/2018
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