Nov 02, 2021
Eurex Clearing
Eurex Clearing Readiness Newsflash | Updates November 2021
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 Nov | C7 clearing reports CD031 “Daily Collateral Valuation” and CD037 “Claim amount-based collaterals” are being adjusted to meet the new calculation method of the Collateral Management Service (CMS). | |
01 Nov | EurexOTC Currency Clearing: Non-Deliverable Forwards (NDFs) in simulation | NDFs are available in simulation for both inter-dealer and clients trades for six currency pairs with cash settlement in USD. |
02 Nov | Amendment to the Clearing Conditions with respect to the contractual penalty of the FX Swap line and the Disclosed Direct Clients domiciled in Québec. | |
06 Nov | The new certificates will be activated in production. | |
08 Nov | End of Consultation | |
09 Nov | OTC Clear transactions referencing CHF, GBP and JPY LIBOR to Risk-free rates in simulation | Second dress-rehearsal on GBP, CHF and JPY LIBORs trade conversion process. |
12 Nov | Readiness Statement submission deadline | |
20 Nov | C7 Release 8.0 Decommissioning of legacy FIXML Java Broker protocols | Decommissioning of FIXML Java Broker protocols TLS 1.0 and TLS 1.1. |
22 Nov | Technical change in SWIFT connectivity for the simulation environment | |
22 Nov | Central Securities Depositories Regulation (CSDR) simulation start | New implementation timeline for CSDR requirements in simulation |
22 Nov | New functionalities introduced driven mainly by the introduction of T7 Release 10.0 | |
22 Nov | EurexOTC Clear Release 12.0 and C7 Release 8.0 Amendments to the Clearing Conditions | Amendments to the Clearing Conditions and the FCM Regulations of Eurex Clearing AG |
26 Nov | Amendments to the Clearing Conditions and the FCM Default Rules of Eurex Clearing AG: Consultation | End of Consultation |
29 Nov | EurexOTC Clear and OTC Currency Clearing Recalibration of Prisma initial margin floors | Recalibration of Prisma initial margin floors |
29 Nov | Recalibration of the Liquidity Add-on for ETD products |
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
NEW! Latest addition to our Eurex App: Clearing Emergency News – have them now pushed to your lock screen. Simply download the latest version and benefit from our extended services.
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: | Support > Initiatives & Releases |
