# Clearing Requirement Determination Under Section 2(h) of the Commodity Exchange Act for Interest Rate Swaps To Account for CAD and MXN Interest Rate Benchmark Transitions

**Action Urgency Score:** 30/100

| Field | Value |
|---|---|
| Agency | Commodity Futures Trading Commission |
| Type | Final rule |
| Action | Final rule. |
| Published | 2026-09-08 |
| Effective | 2026-10-08 |
| Significant | No |
| CFR parts | 17 CFR 50 |
| Summary | The Commodity Futures Trading Commission (Commission or CFTC) is amending its interest rate swap clearing requirement regulations under applicable provisions of the Commodity Exchange Act (CEA) to address the transition from the Canadian Dollar Offered Rate (CDOR) to the Canadian Overnight Repo Rate Average (CORRA), and the transition from the Mexican Interbank Equilibrium Interest Rate (la Tasa de Inter[eacute]s Interbancaria de Equilibrio, or TIIE by its Spanish acronym) to the TIIE Funding Rate (TIIE de Fondeo or F-TIIE), as benchmark reference rates for interest rate swaps denominated, res |
| Document number | 2026-18212 |

## Why this score
- Final rule.

Source: Federal Register API (Office of the Federal Register) (https://www.federalregister.gov/documents/2026/09/08/2026-18212/clearing-requirement-determination-under-section-2h-of-the-commodity-exchange-act-for-interest-rate). Last refreshed: 2026-11-04T09:17:43.641Z.
Data from the Federal Register API; the published Federal Register document is authoritative. Informational only, not legal advice.