Aug 21, 2026
Eurex Clearing
Eurex Clearing Readiness Newsflash | EurexOTC Clear: Pricing of Inflation Swaps
With this Newsflash, Eurex Clearing informs you about the upcoming modification of the inflation seasonality parameters used within the pricing of Inflation Swaps effective 31 August 2026.
As a result, Eurex Clearing's prices of inflation swaps – as well as variation and initial margin requirements – may be slightly affected for related portfolios.
Eurex Clearing will directly and proactively notify clients who might experience notable changes in their variation margin values via e-mail. One production-like estimation is scheduled prior to the go-live date. It will be distributed during calendar week 35 (24 – 28 August 2026).
Clearing Members interested in receiving information about negligible changes in the variation margin are encouraged to contact their Clearing Key Account Manager or reach out to client.services@eurex.com.
Kind regards,
Your Client Services Team
Further information
Recipients: | All Clearing Members, FCM Clearing Members, ISA Direct Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, vendors and other affected contractual parties | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination | |
Contact: | client.services@eurex.com | |
Web: | www.eurex.com/ec-en/ |
