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01 Mar 2023

Update on USD LIBOR Conversion - EurexOTC Clear Simulation

Please be informed that the SIMU file “Conversion_market_data_28022023.csv“ has been uploaded to Eurex Clearing Member Section. The csv file is available in the Member Section, under the following path:

Resources > Eurex Clearing > Documentation & Files > Benchmark Transition Information > LIBOR Trade conversions