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Eurex Clearing
Eurex Clearing will conduct the next simulation of its default management procedure (DMP) on the basis of a fictive Clearing Member default from 6 to 10 October 2014.
The Clearing Member in the simulated default situation will have portfolios in two different liquidation groups (equities and fixed income).
Participation in liquidation group equities will be mandatory for Clearing Members who have substantial auction obligations and who have not demonstrated default management readiness in the simulations of 2012 or 2013. Such Clearing Members will be contacted directly by Eurex Clearing. For all other Clearing Members, we recommend voluntary participation.
Participation in liquidation group fixed income will be voluntary for this fire drill.
Interested Clearing Members may use the attached form to subscribe to the Eurex Clearing DMP simulation and return it to: dmp_inbox@eurexclearing.com.
Further information such as the document “DMP Fire Drill - High Level Member Guide” will be available in the Member Section of the Eurex Clearing website www.eurexclearing.com under the following path:
Member Section > Clearing Resources > Eurex Clearing Prisma > Documents & Circulars > Default Management Process