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- On June 23, 2023, CME will convert remaining Eris Libor Swap Futures positions into Eris SOFR Swap Futures, per CME’s recently-finalized guidance
- Eris Libor open interest currently exceeds 200,000, implying substantial growth for the Eris SOFR complex
- CME also remains on track to convert Eurodollar futures and options positions into SOFR futures on April 14, 2023, and to convert Libor interest rate swaps to SOFR on April 21, 2023
