Eurex Clearing
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 | 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 | 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 | New public keys for SSL/TLS certificates will be made available for Members using the AMQP for Eurex Clearing FpML Interface. | |
12 Apr | 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: |
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
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, Auditing/Security Coordination | |
Contact: | client.services@eurex.com | |
Web: |
