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Oct 30, 2015

Eurex Clearing

Amendments to the Clearing Conditions and other related documents for Eurex Clearing AG

This circular contains information with respect to amendments to the Clearing Conditions and other related documents for Eurex Clearing AG regarding the following topics:

  1. Agreements required for most frequent change cases (replacement of Clearing Member and Clearing Model Change).
  2. Determination of Daily Settlement Price for Index Dividend Futures contracts and Volatility Index Futures contracts.
  3. Decrease of Minimum Block Trade Size for Flexible Contracts on MDAX®, TecDAX® and DivDAX® indices.
  4. Changes to the General Terms and Conditions to the Agreement on Technical Connection to the Clearing EDP of Eurex Clearing AG (Connection Agreement).

The amended sections of the Clearing Conditions and other related documents, as decided by the Executive Board of Eurex Clearing AG, are attached to this circular.

The amendments related to topics 1.-3. will come into effect on 7 December 2015, the amendments related to topic 4. will come into effect on 11 January 2016.