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On 11 September 2017, the amendments of the Detailed Rules of the OTC Clearing System take effect under Resolution No. 23/17 of KDPW_CCP S.A. dated 28 August 2017 in connection with the suspension of FRA, IRS and OIS fixings by ACI Polska and the change of the WIBID/WIBOR fixing organiser. For the duration of the unavailability of the fixings, the reference rates of OTC derivatives used in clearing are determined by KDPW_CCP on the basis of available contributor quotes.
Last modified: 29-08-2017 Go up