Dear Clearing Member,
We would like to inform you that the new field “Collateral Value”, introduced with CCP Release 18.5 in the “TC750/1/2 - Repo Contracts” Report, is currently showing a factor 100 higher value.
Update to calculation logic of “Collateral Value”
For the “TC750/1/2 Repo Contracts” Report, delivered between 15 March 2021 and 26 March 2021, the currently delivered data for “Collateral Value” is higher than the real data and shall be corrected by factor 100 (i.e. Current Collateral Value / 100).
The fix for the report is foreseen for 29 March 2021.
All information about CCP Release 18.5 is available on our dedicated initiative page on the Eurex Clearing website under:
Your Client Services Team
All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors
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