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Nov 21, 2014

Eurex Clearing

EURIBOR futures: Clearing of packs, bundles, strips and new standardised futures strategies

Effective 8 December 2014, Eurex Clearing will offer clearing of the new product strategies in EURIBOR futures introduced at Eurex Exchange in the context of T7 Release 2.5. Packs, bundles, strips as well as new standardised futures strategies will be introduced.

To incentivise trading in the new product strategies, transaction fees for packs and bundles will be waived from 8 December 2014 until 30 June 2015. From 1 July 2015, packs and bundles will be available for trading at reduced transaction fees compared to single outright contracts.

This circular contains clearing-related information on the new product strategies and amendments to the Price List for Eurex Clearing AG (Price List). Information on trading of the new product strategies and amendments to the relevant Rules and Regulations of Eurex Deutschland and Eurex Zürich AG are contained in Eurex circulars 076/14 and 248/14.

The amended sections of the Price List will come into effect on 8 December 2014.