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Eurex Clearing
As announced in Eurex Clearing circular 086/15, Eurex Clearing is planning to reduce the holding period for the Liquidation Group for listed equity and equity index derivatives (PEQ01) from four to three days. The implementation of the risk horizon change for PEQ01 in simulation has already taken place on 28 July 2015, giving Members and Independent Software Vendors the opportunity to test support for multiple holding periods.
In order to ensure a smooth launch in production, Eurex Clearing has decided to extend the testing phase in simulation and postpone the roll-out in production (initially planned for 17 August 2015). The new roll-out date will be announced in a separate circular in a due course.