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:
Change from a percentage of Initial Margin approach to a Stress Loss-over-Margin (SLOM) based methodology
Introduction of transaction fees for individual non-disclosed TES or Eurex EnLight trades in selected Fixed Income Futures
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
New public keys for SSL/TLS certificates will be made available for Members using the AMQP for Eurex Clearing FpML Interface.
Trades clean-up will take place in simulation
|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
Simulation of default of a Clearing Member with open positions
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: email@example.com.
Your Client Services Team
All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors
Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination