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Oct 29, 2015

Eurex Clearing

Eurex Clearing FpML and Margin Calculator Interface: AMQP software upgrade

The AMQP software used on the Eurex Clearing’s FpML and Margin Calculator Interfaces will be upgraded to a newer software release (Red Hat MRG Messaging 3.0). Clearing Members and ISVs using the AMQP connectivity should test their applications during the simulation period and should consider upgrading the AMQP libraries used in their software to the latest available versions. Members using the WebSphere MQ connectivity are not affected by this change.

After the upgrade, AMQP connections will be possible only using the Transport Layer Security (TLS) protocol. To address security concerns (see CVE-2014-3566) connections using the Secure Socket Layers (SSL) protocol will not be possible anymore. Following TLS cipher suites are recommended and supported by Eurex Clearing’s AMQP brokers :

  • SSL_RSA_WITH_3DES_EDE_CBC_SHA
  • TLS_RSA_WITH_AES_128_CBC_SHA
  • TLS_RSA_WITH_AES_256_CBC_SHA

Support for other cipher suites is not guaranteed. Existing certificates used for the authentication will still be valid and do not need to be replaced.

The upgraded software will be available in the simulation environment as of start of business on
3 November 2015 and in the production environment as of start of business on 7 December 2015.