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Eurex Clearing
Compliance with the European Market Infrastructure Regulation (EMIR) requires central counterparties (CCPs) to offer at a minimum omnibus and individual client segregation. Eurex Clearing AG (Eurex Clearing) introduced the Individual Clearing Model (ICM) in August 2011 and the Net Omnibus Clearing Model in January 2013.
Effective 16 December 2013, Eurex Clearing will amend the Elementary Clearing Model (ECM). Clearing Members can then distinguish the assets (collateral) and positions held for the account of their clients (omnibus client segregation) from their own collateral and positions within the ECM using either a value based allocation or asset based allocation method.
With this circular Eurex Clearing provides initial information on the planned solution, the Information Schedule and the preliminary amendments to the Clearing Conditions for Eurex Clearing (Clearing Conditions), based on the version effective 15 July 2013.
Please note that the functions and services introduced with this enhancement will have an impact on all
Clearing Members of Eurex Clearing. The ECM relevant reports can be tested in the simulation environment as of 4 November 2013.