Find
Feb 27, 2015

Eurex Clearing

EurexOTC Clear: Report changes with the implementation of Zero Coupon Inflation Swaps (ZCIS)

With circular 017/15, Eurex Clearing announced the availability of Zero Coupon Inflation Swaps (ZCIS) in its simulation environment from 9 March 2015 onward. Along with this introduction there will be further changes in the CC204 Overall Margin Report, the CC208 Client Margin Report and the CC212 Hedge Portfolio Report, as described in this circular. The updated XSD schema files, EurexOTC Clear Sample Reports and the EurexOTC Clear IRS Report Manual are available in the Member Section of the Eurex Clearing website www.eurexclearing.com.