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May 26, 2015

Eurex Clearing

EurexOTC Clear for IRS Release 5.1: Production announcement, documentation update and new public keys for the AMQP broker

With this circular, Eurex Clearing announces the production launch of EurexOTC Clear Release 5.1 on

1 June 2015. EurexOTC Clear Release 5.1 comprises of the following enhancements:

  • Enhanced netting and new netting parameters
  • Further Margin Calculator enhancements
  • New fields in the reporting and interface structure

For a detailed description of the changes introduced with EurexOTC Clear Release 5.1, please refer to Eurex Clearing circular 009/15 and to the Functional Release Notes. In connection with this introduction, Eurex Clearing has updated the following documents:

  • Eurex Clearing FpML Interface Volume 3: Trade Notification and Take Up Confirmation
  • FpML API XSD and Samples (Current Version) for Production & Simulation

New SSL/TLS certificates will be installed on the AMQP brokers used for the Eurex Clearing FpML Interface in production which have to be installed on the client side. The new certificates will be activated in the production environment as of start of business on 1 June 2015.