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Apr 09, 2015

Eurex Clearing

Amendments to the Clearing Conditions, Conditions for Utilization of the Eurex Trade Entry Services and Price List, addition of new fund jurisdictions under the Individual Clearing Model (ICM)

This circular contains information with respect to amendments to the Clearing Conditions for Eurex Clearing AG (Clearing Conditions), the Conditions for Utilization of the Eurex Trade Entry Services (General Conditions for Participation) and Price List for Eurex Clearing AG regarding the following topics:

  1. Adjustment of the re-evaluation date for the Clearing Fund Contribution
  2. Responsibility for the calculation of EONIA
  3. Increase of Minimum Block Trade Size for Flexible Options contracts on Euro-Bund, Euro
  4. Correction of supported payment periods for Overnight Index Swaps
  5. -Bobl and Euro-Schatz futures
  6. ETFs denominated and settled in Offshore Chinese renminbi

In addition, this circular provides information on the extension of the service offering to investment funds in further jurisdictions in the Individual Clearing Model (ICM) under number 6.

The amended sections of the Clearing Conditions, Conditions for Utilization of the Eurex Trade Entry Services (General Conditions for Participation) and Price List for Eurex Clearing AG, as decided by the Executive Board of Eurex Clearing AG, are attached to this circular.

All amendments will come into effect on 4 May 2015.