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CFTC Issues Final Rule to Modify Clearing Requirement for Canadian Dollar- and Mexican Peso-Denominated Interest Rate Swaps

The CFTC has issued a final rule updating interest rate swap clearing requirements, replacing legacy benchmarks CDOR and TIIE with risk-free overnight rates for CAD and MXN denominated swaps.

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Why It Matters

This update aligns CFTC clearing requirements with global interest rate benchmark reforms, ensuring that derivatives markets transition away from discontinued benchmarks to more robust, risk-free alternatives.