Public consultation by the working group on euro risk-free rates on Swaptions impacted by the CCP discount change from EONIA to the €STR

This consultation gave interested parties the opportunity to provide feedback to the working group on euro risk-free rates as to whether it should issue recommendations regarding the voluntary exchange (or lack thereof) of cash compensation between bilateral counterparties to swaption contracts impacted by the CCP discounting switch from EONIA to the €STR.

The public consultation closed at 17:00 CET on 17 April.

• Working group's recommendation on swaptions affected by the central clearing counterparties' discounting transition from EONIA to the €STR
• Press release, 16 June 2020
• Public consultation by the working group on euro risk-free rates on on Swaptions impacted by the CCP discount change from EONIA to the €STR
• Summary of responses
• Press release, 13 March 2020