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Aug 07, 2017

Eurex Clearing

CCP Release 14.0: Introduction announcement

With this circular, Eurex Clearing announces the introduction of CCP Release 14.0 on 20 November 2017.

CCP Release 14.0 has impact on Lending CCP Members and on CCP Services. It is voluntary for all Clearing Members of Eurex Clearing AG and contains the following changes:

  • Eurex Clearing’s Lending CCP: introduction of exposure netting functionality for non-cash collateralised loan transactions
  • CCP Services:
    • ­      Improvement of Clearstream Banking Frankfurt’s (CBF) Cash Forecast. Report “CD270 - Cash Forecast for STD/NTP” will be enriched by adding NCSC bonds.
    • ­      Report “CE250 – Partial Delivery Deviating Cash Amount” will be created after the clean-up of the delivery instructions to enable Members to reconcile on the same business day.

A Member simulation will be offered for CCP Release 14.0 from 9 October 2017 onwards.