A member of
Eurex Clearing
Dear 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 June | Amendments to the Price List, the Clearing Conditions and the FCM Regulations of Eurex Clearing AG | Several amendments to the Price List, the Clearing Conditions and FCM Regulations of Eurex Clearing AG came into effect on 1 June 2020. |
01 June | Amendments to the Clearing Conditions of Eurex Clearing AG – End of Consultation | Amendments to contractual penalties in general and for failed GC Pooling Repo Transactions came into effect on 1 June 2020. |
01 June | Amendment to the list of prioritised reports of Eurex Clearing and Eurex | The list of prioritised reports of Eurex Clearing and Eurex Exchange was amended effective 1 June 2020. |
02 June | Amendments to the Clearing Conditions, the Default Management Committee Rules and the Default Management Auction Rules of Eurex Clearing AG | The following amendments come into effect on 2 June 2020:
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08 June | Introduction of Prisma Release 9.2 | |
08 June | Amendments to the GTC to the Connection Agreement and to the CA Price List due to the decommissioning of ERS will come into effect on 8 June 2020. | |
09 June | Euro-Fixed Income futures: Amendments to the Clearing Conditions of Eurex Clearing AG | Amendment of the Clearing Conditions to include green twin bonds of the Federal Republic of Germany with the introduction of the March 2021 contracts, effective 9 June 2020. |
15 June | Prisma: Update of Liquidity Add-On parameters effective 15 June 2020 | Recalibration of the Liquidity Add-On parameters as part of the regular calibration process. The reviewed parameters will take effect from 15 June 2020. |
15 June | Recalibration of the event risk parameters used in the Prisma model for margining of Exchange Traded Derivatives. Effective 15 June 2020, event risk is adjusted for Single Stock Dividend Futures as part of the Liquidation Group PEQ01. | |
19 June | Please submit the Readiness Statement for C7 Release 6.1 by Friday, 19 June 2020 latest. | |
25 June | Amendments to the Clearing Conditions of Eurex Clearing AG – End of Consultation | Amendments to the Default Management Auction Rules, clarifications to the Default Management Committee Rules and Default Management Rules for Eurex Basket Trades will come into effect on 25 June 2020. |
29 June | C7 Release 6.1 will start in production on 29 June 2020. |
Should you have any questions or comments, please do not hesitate to contact us at: client.services@eurexclearing.com.
Kind regards,
Your Client Services Team
Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, FCM Clearing Members, vendors and other affected contractual parties |
Contact: | client.services@eurexclearing.com |
Web: | Eurex Clearing Initiatives pages |
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Eurex Clearing is part of Eurex Group. Find out more here.