It's subjective how you handle this - but probably the most used method is 'forward-filling' -- just take the most recently observed value.

@will yes they are, also centrally cleared

In both cases, I am doing research on the options market written on the future and on the equity (the hypothetical stock with peculiar repo curves). I think this is the same discount curve for the options and the underlying (due to risk-neutral pricing and the change of numéraire).

Can you clarify "for now" in "... are discounted using the EFFR curve (for now)"? Is this a topic of discussion, or do you mean how using Libor to discount was OK to do until it wasn't?

Great overview. Do you know of another name for the Salomon Brothers' paper, or do you have a copy available? It doesn't seem to be a part of the yield curve series, and I don't see it available through some traditional resources.