Eurex Clearing
Dear Clearing Member,
With this Newsflash, Eurex Clearing would like to get Clearing Members ready for the introduction of new currencies on the following dates:
Simulation start: 14 July 2022
Production start: 29 August 2022
Clearing Members should note that the “FPHCPARM” currency file will be extended to include the following additional currencies:
This file contains currency haircut parameters and adjusted exchange rates used for margining and collateral evaluation. The file is available via the Common Report Engine (CRE) on the Eurex website www.eurex.com.
Please be aware that on the start date the provided file will not contain previous day data information for the newly added currencies (i.e. following information will be empty):
Introducing the additional currencies is a prerequisite for the launch of further product offerings such as the introduction of additional cash settled FX Futures.
If you have questions or require further information, please contact us via e-mail: client.services@eurex.com.
Kind regards,
Your Client Services Team
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Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Back Office, IT/System Administration | |
Contact: | client.services@eurex.com | |
Web: | www.eurex.com/ec-en/ |
