Apr 05, 2023
Eurex Clearing
Eurex Clearing Readiness Newsflash | Updates April 2023
Dear Client,
With this Newsflash, we would like to draw your attention to the upcoming publications, events and actions necessary for the ongoing initiatives:
April | Additional C7 simulation batch days on Friday 21 April 2023 and Friday 28 April 2023. | |
April | The integration of weekly options contracts will continue on 3 April, 11 April and 17 April 2023. | |
03 Apr | Introduction of Eurex ESG Clearing Compass | |
04 Apr | Simulation start: 04 April 2023 | |
06 Apr | In Simulation: The Fee Identification Code will be functionally valid for all newly executed trades | |
17 Apr | Next Generation ETD Contracts | Activation of daily expiring Single Stock Futures for Options Volatility Strategies |
17 Apr | Amendments to the Clearing Conditions of Eurex Clearing AG (“Clearing Conditions”) and Price List of Eurex Clearing AG (“Price List”): | |
17 Apr | Update of Event Risk Scenarios | |
17 Apr | Annual update of the parameters of the Stress Period Value-at-Risk margin component for all ETD and OTC derivatives. | |
17 Apr | Fee waiver for the delivery resulting from Single Stock Futures Contracts will be effective from 17 April 2023 until 31 October 2023. | |
17 Apr | Member Section: Announcement of Release April 2023 | |
18 Apr | C7 SCS: Extension of delivery frequency for report Repo Intraday Settled Trade Report | Simulation start: 18 April 2023 |
21 Apr | Eurex Clearing will actively convert EurexOTC Clear IRS and basis swaps referencing USD LIBOR starting on Friday, 21 April 2023. | |
24 Apr | Next Generation ETD Contracts | Basis trading for MSCI Futures (Market-on-close) with daily expiring contracts in MSCI Futures will be activated. |
24 Apr | Amendments to the Clearing Conditions and FCM Regulations will come into effect | |
24 Apr | Market-on-Close Futures T+X (Basis Trading in MSCI Index Futures) | |
24 Apr | Fee waiver for the transaction fees of MSCI Futures for the usage of the calendar spread instrument between Daily and Quarterly Futures will be effective from 24 April 2023 until 31 October 2023. |
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.
Kind regards,
Your Client Services Team
Are you looking for events and publications planned for the upcoming months? Visit now the Eurex Clearing Cross-Project-Calendar to get an overview!
Visit the Next Generation ETD Contracts webpage for all your Clearing and Trading content!
Recipients: | All Clearing Members, ISA Direct 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: | ||
Web: | Support > Initiatives & Releases |
