Chicago Mercantile Exchange Inc.

Jingbin Yin

Dhiraj Subhash Bawadhankar

Fateen Sharaby

Panagiotis Xythalis

Molang Dong

Romil Pradip Parekh

Jalpan Shah

Systems and methods are provided for a clearing framework for clearing a non-deliverable interest rate swap. The clearing framework includes an application programming interface (API) including functions for processing trade messages including information used by a clearing house computing system in clearing non-deliverable interest rate swaps; one or more user interface screens comprising information corresponding to one or more non-deliverable interest rate swaps and one or more user interface screens comprising information of cleared interest rate swaps, one an API for reporting clearing information, wherein the one or more functions comprise a first messaging function to confirm clearing of the one or more non-deliverable interest rate swaps and a second messaging function to request consent to clear the one or more non-deliverable interest rate swaps.

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Naperville, IL, United States of America

Jingbin Yin