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Jul 03, 2023

Eurex Clearing

Eurex Clearing Readiness Newsflash | Updates July 2023

Eurex Clearing Readiness Newsflash | Updates July 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:

03 Jul

Amendments to the Clearing Conditions

The amendments will become effective  

03 Jul

Amendments to the FCM Default Rules

The amendments will become effective  

03 Jul

Prisma: Update of ETD Liquidity Add-On Parameters

Production start

03 Jul

EurexOTC Clear Release 15.0

Production start

03 Jul

EurexOTC Clear Release 15.0

The amendments to the Clearing Conditions and FCM Regulations will come into effect

03 Jul

Prisma: Enhancement of tail modelling including Subsampling switch-off 

Eurex Clearing will enhance the tail modelling in the Initial Margin methodology for both ETD and OTC derivatives

03 Jul

EurexOTC IRS

The liquidity factors for EurexOTC IRS will be updated prior to the first intraday calculation run

11 Jul

C7: Corporate action event in simulation

Clearing Participants are invited to test the corporate action harmonization scenario

24 Jul

Amendments to the legal framework of Eurex Clearing AG

The amendments will become effective

31 Jul

Equity Index Derivatives: Introduction of Eurex Daily Futures on KOSPI 200 Monday Weekly Options

Production start

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!
 

Meet the new clearing admission service C7 CAS (Client Administration Service)
 

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:

client.services@eurex.com

Web:

Support > Initiatives & Releases