A member of
Clearing Member
ISA Direct Member
ISA Direct Light Licence Holder
Clearing Agent
Client
Jurisdictions
Multiple Clearing Relationships
Cross-Project-Calendar
Readiness for projects
C7 Releases
C7 SCS Releases
C7 CAS Releases
EurexOTC Clear Releases
Prisma Releases
Member Section Releases
Simulation calendar
Archive
User ID Maintenance
Clearing Hours
Clearing Reports
Product Specifications
Clearing on behalf
Delivery Management
Transaction Management
Collateral Management
Collateral
Transparency Enabler Files
Segregation Models
Reports
Default Fund
Intraday Margin Calls
OTC Clear Procedures
OTC Clear Tutorials
Cross Margining Support
Supplementary Margins
Default Waterfall
Model Validation
Stress testing
Default Management Process
Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
System-based risk controls
Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
File services
Bond Clusters
Listed derivatives
OTC derivatives
Listed securities
Cash management
Delivery management
CCP eligible instruments
Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
FAQs
Production Newsboard
Eurex Clearing
Eurex Clearing is introducing a new browser-based Margin Calculator in order to enable Members (Clearing Members and Registered Customers) to estimate margin requirements for IRS products promptly.
The Margin Calculator is available using a new Web GUI, allowing Members to assess the margin requirement for a trade or a portfolio. The Margin Calculator is available in the EurexOTC Clear simulation environment from 12 March 2013 onwards. Clearing Members are encouraged to test the Web GUI and establish processes how portfolios can be sent to the Margin Calculator. In the EurexOTC Clear production environment, the Margin Calculator will become available on 8 April 2013.
In connection with the introduction of EurexOTC Clear Release 2.0, Eurex Clearing has updated the sample reports and further documents mentioned in this circular and published them in the Member Section of the Eurex Clearing websiteunder the link:
https://member.eurexclearing.com > Clearing Resources > Releases > EurexOTC Clear > Interest Rate Swaps > IRS Release 2.0