About EurexOTC Clear
Service Offering for PSAs
EMIR 3.0 - active account
CCP Switch
On-boarding
Compression Service
Product Scope
Interest Rate Swaps
Inflation Swaps
Settlement Prices
Cross-Project-Calendar
C7 Releases
C7 SCS Releases
C7 CAS Releases
EurexOTC Clear Releases
Prisma Releases
Member Section Releases
Simulation calendar
Archive
C7
EurexOTC Clear
Securities CCP
C7 SCS
Prisma
Common Report Engine
ISV & Service Provider
Connectivity
User ID Maintenance
Clearing Hours
Clearing Reports
Product Specifications
Clearing on behalf
Delivery Management
Transaction Management
Collateral Management
Collateral
Transparency Enabler Files
Segregation Models
Reports
Default Fund
Intraday Margin Calls
OTC Clear Procedures
OTC Clear Tutorials
Cross Margining Support
Supplementary Margins
Model validation
Stress testing
Default Management Process
Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
System-based risk controls
Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
Prices Rolling Spot Future
File services
Bond Clusters
Listed derivatives
OTC derivatives
Listed securities
Cash management
Delivery management
CCP eligible instruments
Eurex Clearing Rules & Regulations
EMIR 3.0 - active account
SA-CCR
IBOR Reform
Uncleared Margin Rules
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
FAQs
Production Newsboard
Audit and Risk Committee
Compensation Review Committee
Nomination Committee
EMIR Risk Committee
FIC Board Advisory Committee
Repo Board Advisory Committee
ETD Derivatives Clearing Committee
OTC Derivatives Clearing Committee
Securities Clearing and Settlement Committee
Fixed Income Product Committee
Default Management Committees
Eurex Clearing
Dear Clearing Member,
With the start of the simulation for CCP Release 18.5, Eurex Clearing provides the possibility for Members to test the functional changes foreseen to be activated on 15 March 2021.
Particularly, the following topics can be tested in the CCP 18.5 release simulation:
A.
Partial settlement feedback from Clearstream Banking Luxembourg (CBL) and Euroclear Bank (EB) based CCP reports Settled Delivery (CE270/271/272) and Partial Delivery Deviating Cash Amount (CE250/251). As there is no dedicated connection from CCP simulation to the CBL and EB simulation environments, the settlement feedback will be produced internally by the CCP simulation system.
Participants who wish to check their reports in the simulation environment shall use the following ISINs for their testing activities, where Eurex Clearing ensures partial settlement of every delivery instruction.
ISINs:
To also support the participants' preparations, a generic version of Settled Delivery and Partial Delivery Deviating Cash Amount reports has been published on the CCP Release 18.5 initiative page under
System Documentation > Report Examples: Partial Settlement.
Please be aware that the generic reports show the structure and expected values based only on the partial settlement logic.
B.
For Eurex Repo Specials, the new CBL 51295 account will be shown as CCP counterparty starting on 15 February 2021.
C.
Daily collateral evaluation information for Repo contracts will be made available on the report TC750, which can be used for SFTR reporting purposes.
All information about CCP Release 18.5 is available on our dedicated initiative page on the Eurex Clearing website www.eurex.com/ec-en/ under:
Clear > Find > Initiatives > CCP Release 18.5
Kind regards,
Your Client Services Team
How to keep up with news? Get the latest Eurex updates fast and easy using: Eurex App, LinkedIn, YouTube, or visit our website.
Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration | |
Contact: | client.services@eurex.com | |
Web: | CCP Release 18.5 initiative page |