Trading / Trading Venues

Swap Execution Facility Compliance

Effective Rulebook
Bloomberg SEF LLC Swap Execution Facility Effective Rulebook Sep 16, 2025
Rulebook Amendments
Rulebook Amendment – September 2, 2025 Sep 2, 2025
Rulebook Amendment – August 7, 2025 Aug 7, 2025
Rulebook Amendment – June 25, 2025 Jun 25, 2025
Rulebook Amendment – May 28, 2025 May 28, 2025
Rulebook Amendment – May 2, 2025 May 2, 2025
Rulebook Amendment – March 31, 2025 Mar 31, 2025
Rulebook Amendment – March 11, 2025 Mar 11, 2025
Rulebook Amendment – November 25, 2024 Nov 25, 2024
Rulebook Amendment – November 15, 2024 Nov 15, 2024
Rulebook Amendment – October 16, 2024 Oct 16, 2024
Rulebook Amendment – September 13, 2024 Sep 13, 2024
Rulebook Amendment – August 29, 2024 Aug 29, 2024
Rulebook Amendment – August 15, 2024 Aug 15, 2024
Rulebook Amendment – June 13, 2024 Jun 13, 2024
Rulebook Amendment – May 23, 2024 May 23, 2024
Rulebook Amendment – May 16, 2024 May 16, 2024
Rulebook Amendment – February 29, 2024 Feb 29, 2024
Rulebook Amendment – January 30, 2024 Jan 30, 2024
Rulebook Amendment – January 12, 2024 Jan 12, 2024
Rulebook Amendment – December 5, 2023 Dec 5, 2023
Rulebook Amendment – November 27, 2023 Nov 13, 2023
Rulebook Amendment – November 13, 2023 Nov 13, 2023
Rulebook Amendment – November 9, 2023 Nov 9, 2023
Rulebook Amendment – September 8, 2023 Sep 8, 2023
Rulebook Amendment – August 23, 2023 Aug 23, 2023
Rulebook Amendment – August 1, 2023 Aug 1, 2023
Rulebook Amendment – August 1, 2023 Aug 1, 2023
Rulebook Amendment – June 15, 2023 Jun 15, 2023
Rulebook Amendment – June 7, 2023 Jun 7, 2023
Rulebook Amendment – May 10, 2023 May 10, 2023
Rulebook Amendment – November 18, 2022 Nov 18, 2022
Rulebook Amendment – November 3, 2022 Nov 3, 2022
Rulebook Amendment – May 20, 2022 May 20, 2022
Rulebook Amendment – February 9, 2022 Feb 9, 2022
Rulebook Amendment – December 15, 2021 Dec 15, 2021
Rulebook Amendment – November 10, 2021 Nov 10, 2021
Rulebook Amendment – July 09, 2021 Jul 9, 2021
Rulebook Amendment – June 14, 2021 Jun 14, 2021
Rulebook Amendment – March 10, 2021 Mar 10, 2021
Rulebook Amendment – February 16, 2021 Feb 16, 2021
Rulebook Amendment – November 6, 2020 Nov 6, 2020
Rule Amendment – September 22, 2020 Sep 22, 2020
Rulebook Amendment – September 17, 2020 Sep 17, 2020
Rulebook Amendment – May 21, 2020 May 21, 2020
Rule Amendment – May 21, 2020 May 21, 2020
Rulebook Amendment – February 26, 2020 Feb 26, 2020
Rulebook Amendment – November 20, 2019 Nov 20, 2019
Rulebook Amendment – November 1, 2019 Nov 1, 2019
Rulebook Amendment – August 2, 2019 Aug 2, 2019
Rulebook Amendment – July 26, 2019 Jul 26, 2019
Rulebook Amendment – May 2, 2019 May 2, 2019
Rulebook Amendment – December 21, 2018 Dec 21, 2018
Rulebook Amendment – August 16, 2018 Aug 16, 2018
Rulebook Amendment – July 25, 2018 Jul 25, 2018
Rulebook Amendment – May 8, 2018 May 8, 2018
Rulebook Amendment – March 28, 2018 Mar 28, 2018
Rulebook Amendment – December 7, 2017 Dec 7, 2017
Rulebook Amendment – June 28, 2017 Jun 28, 2017
Rulebook Amendment – April 27, 2017 Apr 27, 2017
Rulebook Amendment – April 21, 2017 Apr 21, 2017
Rulebook Amendment – February 21, 2017 Feb 21, 2017
Rulebook Amendment – December 14, 2016 Dec 14, 2016
Rulebook Amendment – November 30, 2016 Nov 30, 2016
Rulebook Amendment – October 21, 2016 Oct 21, 2016
Rulebook Amendment – September 2, 2016 Sep 2, 2016
Rulebook Amendment – August 4, 2016 Aug 4, 2016
Rulebook Amendment – July 15, 2016 Jul 15, 2016
Rulebook Amendment – May 13, 2016 May 13, 2016
Rulebook Amendment – May 12, 2016 May 12, 2016
Rulebook Amendment – January 20, 2016 Jan 20, 2016
Rulebook Amendment – December 21, 2015 Dec 21, 2015
Rulebook Amendment – December 7, 2015 Dec 7, 2015
Rulebook Amendment – November 19, 2015 Nov 19, 2015
Rulebook Amendment – November 3, 2015 Nov 3, 2015
Rulebook Amendment – September 14, 2015 Sep 14, 2015
Rulebook Amendment – September 9, 2015 Sep 9, 2015
Rulebook Amendment – July 29, 2015 Jul 29, 2015
Rulebook Amendment – June 9, 2015 Jun 9, 2015
Rulebook Amendment – June 8, 2015 Jun 8, 2015
Rulebook Amendment – May 21, 2015 May 21, 2015
Rulebook Amendment – May 13, 2015 May 13, 2015
Rulebook Amendment – February 9, 2015 Feb 9, 2015
Rulebook Amendment – January 30, 2015 Jan 30, 2015
Rulebook Amendment – January 29, 2015 Jan 29, 2015
Rulebook Amendment – January 20, 2015 Jan 20, 2015
Rulebook Amendment – October 23, 2014 Oct 23, 2014
Rulebook Amendment – October 8, 2014 Oct 8, 2014
Rulebook Amendment – June 26, 2014 Jun 26, 2014
Rulebook Amendment – June 21, 2014 Jun 21, 2014
Rulebook Amendment – June 5, 2014 Jun 5, 2014
Rulebook Amendment – March 31, 2014 Mar 31, 2014
Rulebook Amendment – January 30, 2014 Jan 30, 2014
Rulebook Amendment – December 19, 2013 Dec 19, 2013
Rulebook Amendment – December 9, 2013 Dec 9, 2013
Rulebook Amendment – November 8, 2013 Nov 8, 2013
Rulebook Amendment – October 29, 2013 Oct 29, 2013
Rulebook Amendment – October 17, 2013 Oct 17, 2013
Rulebook Amendment – October 11, 2013 Oct 11, 2013
Rulebook Amendment – October 10, 2013 Oct 10, 2013
Rulebook Amendment – September 25, 2013 Sep 25, 2013
Rulebook Amendment – September 13, 2013 Sep 13, 2013
Notice to Participants
Notice to Participants – 2025-R-1 – Participant Bulletin – April 29, 2025 (Effective) Apr 29, 2025
Notice to Participants – 2025-R-1 – Participant Bulletin – April 15, 2025 (Filing) Apr 15, 2025
Notice to Participants – 2024-R-19 – Participant Bulletin – December 23, 2024 (Effective) Dec 23, 2024
Notice to Participants – 2024-R-17 – Execution of Transactions on CLOB – December 11, 2024 (Effective) Dec 11, 2024
Notice to Participants – 2024-R-19 – Participant Bulletin – December 9, 2024 (Filing) Dec 9, 2024
Notice to Participants – 2024-R-17 – Execution of Transactions on CLOB – November 26, 2024 (Filing) Nov 26, 2024
Notice to Participants – 2024-R-09 – Block Trading Pursuant to the BSEF Rulebook – June 28, 2024 (Effective) Jun 28, 2024
Notice to Participants – 2024-R-09 – Block Trading Pursuant to the BSEF Rulebook – June 13, 2024 (Filing) Jun 13, 2024
Notice to Participants – 2024‐R‐04 – Notification of Action Taken and Trade Review ‐ Cleared Swaps – March, 8, 2024 (Effective) Mar 8, 2024
Notice to Participants – 2024‐R‐04 – Notification of Action Taken and Trade Review ‐ Cleared Swaps – February 23, 2024 (Filing) Feb 23, 2024
Notice to Participants 2024-R-03 – Implementation of the Unique Product Identifier Requirement by Bloomberg SEF LLC – January 29, 2024 (Effective) Jan 29, 2024
Notice to Participants 2024-R-03 – Implementation of the Unique Product Identifier Requirement by Bloomberg SEF LLC – January 29, 2024 (Filing) Jan 29, 2024
Notice to Participants 2023-R-15 – Obligation to Verify and Update Participant Information – September 28, 2023 (Effective) Sep 28, 2023
Notice to Participants 2023-R-15 – Obligation to Verify and Update Participant Information – September 28, 2023 (Filing) Sep 28, 2023
Notice to Participants 2023-4 – Migration of open credit default swap positions related to ICE Clear Europe Ltd.’s clearing services – July 14, 2023 (Effective) Jul 14, 2023
Notice to Participants 2023-4 – Migration of open credit default swap positions related to ICE Clear Europe Ltd.’s clearing services – June 28, 2023 (Filing) Jun 28, 2023
Notice to Participants 2023-3 – Withdrawn Notice to Participants – June 3, 2023 (Effective) Jun 3, 2023
Notice to Participants 2023-3 – Withdrawn Notice to Participants – May 31, 2023 (Filing) May 31, 2023
Notice to Participants 2023-2 – Designation of a Reporting Counterparty for Certain Swap Transactions – May 12, 2023 (Effective) May 12, 2023
Notice to Participants 2023-2 – Designation of a Reporting Counterparty for Certain Swap Transactions – May 12, 2023 (Filing) May 12, 2023
Notice to Participants 2023-1 – Withdrawn Notice to Participants – May 12, 2023 (Effective) May 12, 2023
Notice to Participants 2023-1 – Withdrawn Notice to Participants – May 12, 2023 (Filing) May 12, 2023
Notice to Participants 2022-3 – Suspending Trading on all CDS options and IRS swaptions – December 2, 2022 (Filing) Dec 2, 2022
Notice to Participants 2022-2 – Participant Bulletin – November 1, 2022 (Filing) Nov 1, 2022
Notice to Participants 2022-1 – Termination of Certain Swap Transactions Executed on the SEF operated by BSEF – September 16, 2022 (Effective) Sep 16, 2022
Notice to Participants 2022-1 – Termination of Certain Swap Transactions Executed on the SEF operated by BSEF – September 15, 2022 (Filing) Sep 15, 2022
Notice to Participants 2021-1 – Delisting of LIBOR Contracts – December 09, 2021 (Effective) Dec 9, 2021
Notice to Participants 2021-1 – Delisting of LIBOR Contracts – November 24, 2021 (Filing) Nov 24, 2021
Notice to Participants 2020-R-03 – Alleged Error Trade Correction – February 26, 2020 (Withdrawn) Feb 26, 2020
Notice to Participants 2019-2 – Emergency Action – February 5, 2019 Feb 5, 2019
Notice to Participants 2019-1 – Emergency Action – February 5, 2019 Feb 5, 2019
Bloomberg SEF LLC Market Circular – Modification Of Trading Hours for Certain Credit Swaps Dec 4, 2018
Notice to Participants 2018-2 – Termination of Emergency Action – July 2, 2018 Jul 2, 2018
Notice to Participants 2018-1 – Emergency Action – July 2, 2018 Jul 2, 2018
Notice to Participants 2017-3 – Off-shore Trading in Malaysian Ringgit – December 22, 2017 (Effective) Dec 22, 2017
Notice to Participants 2017-3 – Off-shore Trading in Malaysian Ringgit – December 7, 2017 (Filing) Dec 7, 2017
Notice to Participants 2017-2 – Test Trades on BSEF – July 14, 2017 (Effective) Jul 14, 2017
Notice to Participants 2017-2 – Test Trades on BSEF – June 28, 2017 (Filing) Jun 28, 2017
Notice to Participants 2017-1 – Obligation to Review and Update Participant Information – June 26, 2017 (Effective) Jun 26, 2017
Notice to Participants 2017-1 – Obligation to Review and Update Participant Information – June 1, 2017 (Filing) Jun 1, 2017
Notice to Participants 2016-8 – Error Trade Correction – December 15, 2016 (Filing) Dec 15, 2016
Notice to Participants 2016-7 – Termination of Emergency Action – December 8, 2016 Dec 8, 2016
Notice to Participants 2016-6 – Emergency Action – December 8, 2016 Dec 8, 2016
Notice to Participants 2016-4A – August 30, 2016 (Effective) Sep 8, 2016
Notice to Participants 2016-5A – September 2, 2016 (Filing) Sep 7, 2016
Notice to Participants 2016-4A – September 2, 2016 (Filing) Sep 7, 2016
Notice to Participants 2016-4 – August 30, 2016 (Effective) Aug 30, 2016
Notice to Participants 2016-5A – August 23, 2016 (Effective) Aug 23, 2016
Notice to Participant 2016-5 – August 23, 2016 (Effective) Aug 23, 2016
Notice to Participants 2016-5 – August 8, 2016 (Filing) Aug 8, 2016
Notice to Participants 2016-4 – August 4, 2016 (Filing) Aug 4, 2016
Notice to Participants 2016-3 – February 3, 2016 (Effective) Feb 3, 2016
Notice to Participants 2016-3 – January 19, 2016 (Filing) Jan 19, 2016
Notice to Participants 2016-1 – January 14, 2016 (Filing) Jan 14, 2016
Notice to Participants 2015-1 – September 10, 2015 (Filing) Sep 10, 2015
Product Amendments – December 5, 2013 Dec 5, 2013
Withdrawn Notice to Participants
Notice to Participants 2022-2 – Participant Bulletin – November 16, 2022 (Withdrawn) Dec 23, 2024
Notice to Participants 2014-3 Block Treatment for Package Transactions (Withdrawn) Jun 28, 2024
Notice to Participants 2023-R-11 – Notification of Action Taken and Trade Review-Cleared Swaps (Withdrawn) Aug 28, 2023
Notice to Participants 2023-R-11 – Notification of Action Taken and Trade Review-Cleared Swaps (Withdrawn) Aug 14, 2023
Notice to Participants 2022-3 – Suspending Trading on all CDS options and IRS swaptions effective December 5, 2022 (Withdrawn) May 12, 2023
Notice to Participants 2020-1 – Alleged Error Trade Correction – March 12, 2020 (Withdrawn) Mar 12, 2020
Notice to Participants 2015-1 – September 25, 2015 (Withdrawn) Jun 2, 2016
Notice to Participants 2016-1 – February 1, 2016 (Withdrawn) Jun 2, 2016
Fee Schedule
Participant Fee Amendments – August 4, 2025 Aug 4, 2025
Fee Schedule Aug 4, 2025
Participant Fee Amendments – December 03, 2024 Dec 3, 2024
Participant Fee Amendments – October 02, 2024 Oct 2, 2024
Participant Fee Amendments – August 29, 2023 Aug 29, 2023
Participant Fee Amendments – September 17, 2020 Sep 17, 2020
Participant Fee Amendments – March 14, 2018 Mar 14, 2018
Participant Fee Amendments – December 9, 2015 Dec 9, 2015
Participant Fee Amendments – April 27, 2015 Apr 27, 2015
Participant Fee Amendments – January 8, 2015 Jan 8, 2015
Participant Fee Amendments – July 10, 2014 Jul 10, 2014
Participant Advisory
Participant Advisory – Commencement of Canadian Derivatives Trade Reporting Rules Jul 7, 2025
BSEF Documents
Frequently Asked Questions Regarding the Implementation of the Unique Product Identifier Requirement by Bloomberg SEF LLC Jan 29, 2024
CFTC North America Rewrite BSEF FAQ Jun 7, 2023
ALOB/ALOC Information for BSEF Participant Allocation Accounts Jun 7, 2023
CFTC Filings - CDS
CDS Index Product – CDX North America HY BB Index Nov 27, 2023
CDS Index Contract – CDX Emerging Markets HY Index Sep 28, 2023
CDS Index Product – CDX Emerging Markets IG Index Sep 28, 2023
CDS Index Contract – iTraxx Asia ex-Japan IG (Restricted) Index Jan 25, 2021
CDS Index Contract – CDX North American High Yield (Ex-BB) Mar 18, 2020
CDS Index Contract – iTraxx MSCI ESG Screened Europe Mar 18, 2020
CDS Index Contract – CDX North American Investment Grade (BBB-rated) Mar 18, 2020
CDS Index Contract – iTraxx Europe Non-Financial Mar 27, 2017
CDS Index Contract – iTraxx Asia Ex-Japan Feb 13, 2017
Option on CDS Index Contract – MCDX Aug 4, 2016
Option on CDS Index Contract – iTRAXX SovX Western Europe Aug 4, 2016
Option on CDS Index Contract – LCDX Aug 4, 2016
CDS Index Contract – iTraxx Corp CEEMEA Aug 4, 2016
CDS Index Contract – LCDX Aug 4, 2016
CDS Index Contract – MCDX Aug 4, 2016
Option on CDS Index Contract – North America Investment Grade 3Y [CME] Feb 13, 2015
Option on CDS Index Contract – North America Investment Grade 3Y [ICE] Feb 13, 2015
Option on CDS Index Contract – North America High Yield 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – North America High Yield 5Y [CME] Feb 12, 2015
Option on CDS Index Contract – North America Investment Grade 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – North America Investment Grade 5Y [CME] Feb 12, 2015
Option on CDS Index Contract – CDX Emerging Markets – Latin America 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – CDX Emerging Markets – Latin America 5Y [CME] Feb 12, 2015
Option on CDS Index Contract – European Investment Grade 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – European Investment Grade 5Y [CME] Feb 12, 2015
Option on CDS Index Contract – European HiVol 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – European HiVol 5Y [CME] Feb 12, 2015
Option on CDS Index Contract – European Crossover 5Y [ICE] Feb 12, 2015
Option on CDS Index Contract – European Crossover 5Y [CME] Feb 12, 2015
MAT ITRX XOVER CDSI 5Y (ICE) Feb 25, 2014
MAT ITRX XOVER CDSI 5Y (CME) Feb 25, 2014
MAT ITRX EUR CDSI 5Y (ICE) Feb 25, 2014
MAT ITRX EUR CDSI 5Y (CME) Feb 25, 2014
MAT CDX IG CDSI 5Y (ICE) Feb 25, 2014
MAT CDX IG CDSI 5Y (CME) Feb 25, 2014
CDS Index Contract – European Investment Grade 5Y (ICE) MAT Nov 1, 2013
CDS Index Contract – European Investment Grade 5Y (CME) MAT Nov 1, 2013
CDS Index Contract – North America Investment Grade 5Y (ICE) MAT Nov 1, 2013
CDS Index Contract – North America Investment Grade 5Y (CME) MAT Nov 1, 2013
CDS Index Contract – North America High Yield 5Y (ICE) MAT Nov 1, 2013
CDS Index Contract – North America High Yield 5Y (CME) MAT Nov 1, 2013
CDS Index Contract – European Investment Grade 10Y [ICE] Oct 16, 2013
CDS Index Contract – North America Investment Grade 7Y [ICE] Oct 16, 2013
CDS Index Contract – North America Investment Grade 5Y [ICE] Oct 16, 2013
CDS Index Contract – North America Investment Grade 3Y [ICE] Oct 16, 2013
CDS Index Contract – North America Investment Grade 10Y [ICE] Oct 16, 2013
CDS Index Contract – North America High Yield 5Y [ICE] Oct 16, 2013
CDS Index Contract – CDX Emerging Markets – Latin America 5Y [CME] Oct 16, 2013
CDS Index Contract – European HiVol 5Y [ICE] Oct 16, 2013
CDS Index Contract – European Crossover 5Y [ICE] Oct 16, 2013
CDS Index Contract – European Investment Grade 5Y [ICE] Oct 16, 2013
CDS Index Contract – iTraxx Europe Subordinated Financial 5Y Sep 29, 2013
CDS Index Contract – iTraxx SovX Western Europe 5Y Sep 29, 2013
CDS Index Contract – CDX Emerging Markets – Latin America 5Y Sep 29, 2013
CDS Index Contract – iTraxx Europe Senior Financial 5Y Sep 29, 2013
CDS Index Contract – iTraxx Japan 5Y Sep 29, 2013
CDS Index Contract – iTraxx Australia 5Y Sep 29, 2013
CDS Index Contract – European Investment Grade 5Y Sep 20, 2013
CDS Index Contract – European HiVol 5Y Sep 20, 2013
CDS Index Contract – North America Investment Grade 5Y Sep 20, 2013
CDS Index Contract – North America Investment Grade 7Y Sep 20, 2013
CDS Index Contract – European Investment Grade 10Y Sep 20, 2013
CDS Index Contract – North America High Yield 5Y Sep 20, 2013
CDS Index Contract – North America Investment Grade 10Y Sep 20, 2013
CDS Index Contract – European Crossover 5Y Sep 20, 2013
Product Certification: CDS Index Contract – North America Investment Grade Sep 18, 2013
CFTC Filings - FX
Foreign Exchange Contract – Average Rate Forward Sep 13, 2024
Foreign Exchange Contract – Barrier FX Option Sep 13, 2024
Foreign Exchange Contract – Vanilla FX Option Sep 13, 2024
Foreign Exchange Contract – Non-Deliverable Forward Sep 13, 2024
Foreign Exchange Contract: Non-Deliverable Forward – South African Rand Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – West African Franc Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Central African Franc Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Tanzanian Shilling Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Thai Baht Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Sierra Leonean Leone Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Rwandan Franc Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Mozambican Metica Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Honduran Lempira Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Guatemalan Quetzal Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Euro Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Ethiopian Birr Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Azerbaijani Manat Dec 7, 2023
Foreign Exchange Contract: Non-Deliverable Forward – Zambian Kwacha Dec 7, 2023
Foreign Exchange: Non-Deliverable Forward Contract Mar 28, 2023
Foreign Exchange: UYU (Uruguayan Peso) Non-Deliverable Forward Contract Jun 2, 2021
Foreign Exchange: Precious Metals Options Contract Jul 23, 2019
Foreign Exchange: KES Non-Deliverable Forward Contract May 24, 2017
Foreign Exchange: Average Rate Forward Feb 21, 2014
Foreign Exchange – Exotic FX Option Contract Sep 30, 2013
Foreign Exchange – Precious Metals Contract Sep 30, 2013
Foreign Exchange – Vanilla FX Option Contract Sep 30, 2013
Foreign Exchange – Non-Deliverable Forward Contract Sep 29, 2013
Withdrawal of Certain Product Certifications Sep 27, 2013
Vanilla FX Option Sep 20, 2013
Non-Deliverable Forward Sep 20, 2013
Foreign Exchange – Precious Metals Sep 20, 2013
CFTC Filings - IRS
SEK-SWESTR-OIS-Compound Fixed-to-Floating Interest Rate Swap Contract Aug 19, 2025
ZAR ZARONIA-OIS-Compound Fixed-to-Floating Interest Rate Swap Contract Mar 3, 2025
ILS SHIR-OIS-Compound Fixed-to-Floating Interest Rate Swap Contract Feb 14, 2025
DKK DESTR OIS Compound Fixed-to-Floating Swap Contract Jan 24, 2025
NOK NOWA OIS Compound Fixed-to-Floating Swap Contract May 8, 2024
MXN TIIE ON-OIS Compound Fixed to Floating Swap Contract Feb 26, 2024
THB Thai Baht Interest Rate Fixing (6M) Fixed-to-Floating Swap Contract Nov 15, 2022
Option – USD SOFR OIS Fixed-to-Floating Swap Contract Oct 17, 2022
THB THOR Fixed-to-Floating Swap Contract Oct 6, 2022
NZD OIS Reserve Bank of New Zealand Official Daily Cash Rate Fixed-to-Floating Swap Contract Feb 23, 2022
Colombian Peso Indicator Bancario Referencia Overnight Fixed-to-Floating Swap Contract (“Contract”) Jul 8, 2021
USD U.S. CPI Urban Consumers Not Seasonably Adjusted Fixed-to-Floating (Inflation Zero Coupon) Swap Contract Apr 12, 2021
EUR Eurostat Eurozone Harmonized Index of Consumer Prices Excluding Tobacco Fixed-to-Floating (Inflation Zero Coupon) Swap Contract Apr 12, 2021
GBP UK Retail Prices Index Fixed-to-Floating (Inflation Zero Coupon) Swap Contract Apr 12, 2021
EUR France Inflation Consumer Price Index Excluding Tobacco Fixed-to-Floating (Inflation Zero Coupon) Swap Contract Apr 12, 2021
CAD OIS CORRA Fixed-to-Floating Swap Contract Feb 11, 2021
SGD SOR Fixed-to-Floating Swap Contract Feb 11, 2021
SGD SORA Fixed-to-Floating Swap Contract Feb 11, 2021
ILS TELBOR Fixed-to-Floating Swap Contract Dec 1, 2020
JPY OIS TONAR Fixed-to-Floating Swap Contract Dec 4, 2019
EUR €STR Fixed-to-Floating Swap Contract Oct 17, 2019
CHF Swiss Average Rate Overnight (SARON) Fixed-to-Floating Swap Contract Apr 5, 2019
NZD BKBM Fixed-to-Floating Swap Contract Apr 5, 2019
USD Basis Swap Contract Aug 9, 2018
USD SOFR OIS Fixed-to-Floating Swap Contract Aug 9, 2018
GBP Basis Swap Contract May 25, 2018
THB Thai Baht Interest Rate Fixing (6M) Fixed-to-Floating Swap Contract May 4, 2018
CNY China Fixing Repo (7D) Rate Fixed-to-Floating Swap Contract May 4, 2018
BRL Brazilian Interfinancial Offered Rate (1D) Zero Coupon Fixed-to-Floating Swap Contract May 4, 2018
INR OIS FBIL MIBOR Fixed-to-Floating Swap Contract Aug 14, 2017
MYR KLIBOR Fixed-to-Floating Swap Contract Aug 14, 2017
SGD SIBOR Fixed-to-Floating Swap Contract Aug 14, 2017
TWD TAIBOR Fixed-to-Floating Swap Contract Aug 14, 2017
CLP ICP Rate Fixed-to-Floating Swap Contract Aug 14, 2017
CZK PRIBOR Fixed-to-Floating Swap Contract Aug 14, 2017
HUF BUBOR Fixed-to-Floating Swap Contract Aug 14, 2017
KRW KWCDC Fixed-to-Floating Swap Contract Aug 14, 2017
ZAR JIBAR Fixed-to-Floating Swap Contract Jul 28, 2017
PLN WIBOR Fixed-to-Floating Swap Contract Jul 27, 2017
HKD HIBOR Fixed-to-Floating Swap Contract Jul 27, 2017
DKK CIBOR Fixed-to-Floating Swap Contract Jul 27, 2017
NOK NIBOR Fixed-to-Floating Swap Contract Jul 27, 2017
Option – USD LIBOR Fixed-to-Floating Swap Contract Dec 14, 2016
CHF LIBOR (3M) Fixed-to-Floating Swap Contract Aug 5, 2016
AUD OIS RBACOR Fixed-to-Floating Swap Contract Aug 3, 2016
GBP OIS SONIA Fixed-to-Floating Swap Contract Aug 3, 2016
EUR Euribor (6M) Fixed-to-Floating MAC Contract Jul 18, 2016
GBP LIBOR (6M) Fixed-to-Floating MAC Contract Jul 18, 2016
IRS MXN TIIE Fixed to Floating May 9, 2016
MAT IRS USD Swap vs 6M May 9, 2016
Interest Rate LIBOR USD Fixed-to-Floating Swap Contract vs 1M Jan 26, 2016
Interest Rate LIBOR USD Fixed-to-Floating Swap Contract vs 6M Jan 26, 2016
EUR Euribor Fixed-to-Floating Contract vs 1M Jan 26, 2016
EUR Euribor Fixed-to-Floating Contract vs 12M Jan 26, 2016
GBP LIBOR Fixed-to-Floating Contract vs 3M Jan 26, 2016
CAD CDOR Fixed-to-Floating Contract Jan 11, 2016
MAT IRS EUR Euribor Swap vs 6M IMM 30 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 30 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 20 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 20 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 15 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 15 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 12 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 12 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 10 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 9 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 10 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 9 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 8 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 8 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 7 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 7 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 6 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 6 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 5 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 5 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 4 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 4 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 3 Years (LCH) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 3 Years (CME) Dec 10, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 2 Years (LCH) Dec 9, 2014
MAT IRS EUR Euribor Swap vs 6M IMM 2 Years (CME) Dec 9, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 8 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 8 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 7 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 7 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 6 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 30 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 30 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 20 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 20 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 10 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 10 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 9 Years (LCH) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 9 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 6 Years (CME) Dec 8, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 5 Years (LCH) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 5 Years (CME) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 4 Years (LCH) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 4 Years (CME) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 3 Years (LCH) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 3 Years (CME) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 2 Years (LCH) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 2 Years (CME) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 1 Year (LCH) Dec 5, 2014
MAT IRS EUR Euribor Swap vs 3M IMM 1 Year (CME) Dec 5, 2014
IRS GBP Libor Fixed to Floating Oct 1, 2014
MAT IRS GBP Swap vs 6M (LCH) Oct 1, 2014
MAT IRS GBP Swap vs 3M (LCH) Feb 13, 2014
MAT IRS GBP Swap vs 3M (CME) Feb 13, 2014
MAT IRS GBP Swap vs 6M (CME) Feb 12, 2014
MAT IRS USD Swap vs 3M MAC (LCH) Feb 12, 2014
MAT IRS USD Swap vs 3M MAC (CME) Feb 12, 2014
MAT IRS USD Swap vs 3M IMM (LCH) Feb 12, 2014
MAT IRS USD Swap vs 3M IMM (CME) Feb 12, 2014
MAT IRS EUR Swap vs 6M (LCH) Feb 12, 2014
MAT IRS EUR Swap vs 6M (CME) Feb 12, 2014
MAT IRS EUR Swap vs 3M (LCH) Feb 12, 2014
MAT IRS EUR Swap vs 3M (CME) Feb 12, 2014
MAT IRS USD Swap vs 3M (LCH) Feb 12, 2014
MAT IRS USD Swap vs 3M (CME) Feb 12, 2014
Interest Rate LIBOR USD Fixed-to-Floating Swap Contract (LCH) MAT Nov 1, 2013
Interest Rate LIBOR USD Fixed-to-Floating Swap Contract (CME) MAT Nov 1, 2013
EUR Euribor Fixed-to-Floating Contract (LCH) MAT Nov 1, 2013
EUR Euribor Fixed-to-Floating Contract (CME) MAT Nov 1, 2013
OIS Eonia Fixed-to-Floating Contract Sep 30, 2013
EUR Euribor Fixed-to-Floating Contract Sep 30, 2013
USD LIBOR Basis Swap Contract Sep 29, 2013
SEK Stibor Fixed-to-Floating Contract Sep 29, 2013
OIS Fed Funds Fixed-to-Floating Contract Sep 29, 2013
JPY LIBOR Fixed-to-Floating Contract Sep 29, 2013
GBP LIBOR Fixed-to-Floating Contract Sep 29, 2013
CHF LIBOR Fixed-to-Floating Contract Sep 29, 2013
AUD BBR-BBSW Fixed-to-Floating Contract Sep 29, 2013
Product Certification: Interest Rate LIBOR USD Fixed-To-Floating Swap Contract Sep 17, 2013
CFTC Filings - Misc
Product Amendments – December 5, 2013 Dec 5, 2013
MAT Determination Dec 5, 2013
Notices of Final Disciplinary Action/Access Denial Action
Disciplinary Action – Bank of America, NA Summary Notice of Fine – Rule 516 Sep 3, 2025
Disciplinary Action – Canadian Imperial Bank of Commerce Summary Notice of Fine – Rule 516 Sep 3, 2025
Disciplinary Action – Morgan Stanley & Co. International PLC Summary Notice of Fine – Rule 516 Aug 12, 2025
Disciplinary Action – Morgan Stanley Capital Services LLC Summary Notice of Fine – Rule 516 Aug 8, 2025
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule 516 Aug 1, 2025
Disciplinary Action – Standard Chartered Bank Summary Notice of Fine – Rule 506.B Jul 30, 2025
Disciplinary Action – Mizuho Capital Markets LLC Summary Notice of Fine – Rule 506.B Jul 30, 2025
Disciplinary Action – Natixis SA Summary Notice of Fine – Rule 516 Jul 30, 2025
Disciplinary Action – Morgan Stanley Capital Services LLC Summary Notice of Fine – Rule 516 Jun 19, 2025
Disciplinary Action – JPMorgan Chase Bank, National Association Settlement of Charges – Rule 516 May 23, 2025
Disciplinary Action – BNP Paribas Settlement of Charges – Rule 516 & Rule 513 May 15, 2025
Disciplinary Action – Canadian Imperial Bank of Commerce Summary Notice of Fine – Rule 516 Apr 10, 2025
Disciplinary Action – Barclays Bank PLC Summary Notice of Fine – Rule 531.A(d) Apr 8, 2025
Disciplinary Action – Barclays Bank PLC Settlement of Charges – Rule 516 & Rule 513 Apr 7, 2025
Disciplinary Action – Citibank, National Association Summary Notice of Fine – Rule 516 Apr 2, 2025
Disciplinary Action – Morgan Stanley Capital Services LLC Summary Notice of Fine – Rule 516 Mar 7, 2025
Disciplinary Action – Banco Mercantil Del Norte SA Institucion De Banca Multiple Grupo Financiero Banorte Summary Notice of Fine – Rule 516 Feb 4, 2025
Disciplinary Action – Wells Fargo, National Association Summary Notice of Fine – Rule 516 Jan 16, 2025
Disciplinary Action – JPMorgan Chase Bank, National Association Summary Notice of Fine – Rule 531.A(d) Jan 9, 2025
Disciplinary Action – Citibank, National Association Summary Notice of Fine – Rule 516 Dec 24, 2024
Disciplinary Action – Verition Fund Management LLC Summary Notice of Fine – Rule 516 Nov 7, 2024
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule 531.A(d) Jul 29, 2024
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule 516 Jul 29, 2024
Disciplinary Action – Natixis SA Summary Notice of Fine – Rule 516 May 1, 2024
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule 516 Apr 29, 2024
Disciplinary Action – Banco Bilbao Vizcaya Argentaria SA Summary Notice of Fine – Rule 516 Apr 18, 2024
Disciplinary Action – The Bank of Nova Scotia Summary Notice of Fine – Rule 516 Apr 18, 2024
Disciplinary Action – JPMorgan Chase Bank, National Association Summary Notice of Fine – Rule 516 Nov 15, 2023
Disciplinary Action – Citigroup Global Markets Limited Summary Notice of Fine – Rule 516 Oct 26, 2023
Disciplinary Action – Deutsche Bank Aktiengesellschaft Settlement of Charges – Rule 516 May 23, 2023
Disciplinary Action – Credit Suisse International Summary Notice of Fine – Rule 516 Apr 13, 2023
Disciplinary Action – Bank of America, NA Summary Notice of Fine – Rule 516 Apr 12, 2023
Disciplinary Action – Centiva Capital, LP Summary Notice of Fine – Rule 516 Mar 24, 2023
Disciplinary Action – BNP Parabis Summary Notice of Fine – Rule 516 Mar 23, 2023
Disciplinary Action – Deutsche Bank Aktiengesellschaft Settlement of Charges – Rule 516 and 513 Feb 27, 2023
Disciplinary Action – Deutsche Bank Aktiengesellschaft Settlement of Charges – Rule 516 Jun 25, 2021
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule Rule 531.A(d) Nov 11, 2020
Disciplinary Action – Deutsche Bank Aktiengesellschaft Settlement of Charges – Rule 516 Jun 19, 2020
Disciplinary Action – Goldman Sachs International Summary Notice of Fine – Rule 516 Apr 24, 2020
Disciplinary Action – Deutsche Bank Aktiengesellschaft Settlement of Charges – Rule 516 Nov 20, 2019
Disciplinary Action – Citibank, National Association Settlement of Charges – Rule 516 Nov 13, 2019
Disciplinary Action – Barclays Bank PLC Settlement of Charges – Rule 516 Sep 19, 2019
Disciplinary Action – JPMorgan Chase Bank, National Association Summary Notice of Fine – Rule 516 Sep 9, 2019
Disciplinary Action – Bank of America, National Association Summary Notice of Fine – Rule 516 Aug 5, 2019
Disciplinary Action – JPMorgan Chase Bank, National Association Summary Notice of Fine – Rule 516 Jun 7, 2019
Disciplinary Action – Deutsche Bank AG Settlement of Charges – Rule 516 Apr 11, 2019
Disciplinary Action – Barclays Bank PLC Settlement of Charges – Rule 516 Jun 26, 2018
Disciplinary Action – Citibank, NA Settlement of Charges – Rule 516 Jun 13, 2018
Disciplinary Action – Citadel Securities Swap Dealer LLC Summary Notice of Fine – Rule 516 Apr 19, 2018
Disciplinary Action – Deutsche Bank AG Summary Notice of Fine – Rule 516 Apr 9, 2018