01 Apr 2021

Eurex Clearing

Eurex Clearing Readiness Newsflash | Updates April 2021

Eurex Clearing Readiness Newsflash | Updates April 2021

Dear Eurex Clearing Member,

With this Newsflash, we would like to draw your attention to the upcoming publications, events and actions necessary for the ongoing initiatives:

01 Apr

Calculation of Default Fund contributions

Change from a percentage of Initial Margin approach to a Stress Loss-over-Margin (SLOM) based methodology

01 Apr

Amendments to the Clearing Conditions and Price List of Eurex Clearing AG

Introduction of transaction fees for individual non-disclosed TES or Eurex EnLight trades in selected Fixed Income Futures

09 Apr 

Prisma: Update of Event Risk scenarios

Recalibration of event risk parameters used in the Prisma model for margining of Exchange Traded Derivatives: Event Risk is adjusted for Single Stock Dividend Futures as part of the Liquidation Group PEQ01

10 Apr

EurexOTC Clear new AMQP public keys for FpML

New public keys for SSL/TLS certificates will be made available for Members using the AMQP for Eurex Clearing FpML Interface.

12 Apr

EurexOTC Clear: Release 11.2 simulation clean-up

Trades clean-up will take place in simulation

19 Apr

Introduction of Micro Futures

Start of trading for Micro Futures on the DAX®, EURO STOXX 50® and SMI® indices including Liquidity Provider schemes for the new products

20 Apr

Simulation of the Eurex Clearing AG Default Management Process

Simulation of default of a Clearing Member with open positions 

26 Apr

Introduction of Futures on STOXX® Europe 600 and USA 500 Factor Indices

Eurex Clearing will offer clearing services for Futures on: 
STOXX® Europe 600 Industry Neutral Ax Value, Size, Quality, Multi-Factor, Momentum, Low Risk Indices;
STOXX® USA 500 Industry Neutral Ax Value, Size, Quality, Multi-Factor, Momentum, Low Risk Indices

C7 system documentation is now available under Support > Initiatives & Releases > C7 Releases in the "System Documentation" tab of the respective release.

C7 Implementation News are now available under Support > Information Channels > Implementation news.

If you have any further questions or comments, please do not hesitate to contact your Clearing Key Account Manager or send an e-mail to: client.services@eurex.com.

Your Client Services Team

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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, Auditing/Security Coordination




Support > Initiatives & Releases