Find
Jul 12, 2016

Eurex Clearing

EurexOTC Clear for Interest Rate Swaps: Introduction of EurexOTC Clear Release 7.0

With EurexOTC Clear Release 7.0, Eurex Clearing will extend its EurexOTC Clear Service for Interest Rate Swaps (IRS) by following additional functions and services:

  • Norwegian krone (NOK), Swedish krona (SEK), Danish krone (DKK) and Polish zloty (PLN) as further product currencies
  • Pound sterling (GBP) as clearing currency
  • Further changes and enhancements on the EurexOTC Clear GUI, Margin Calculator, reports and FpML messages

The details for the new release are as follows:

 

 

Start of simulation:

6 October 2016

Introduction date:

21 November 2016

Please note that the functions and services introduced with this release might have an impact on Members’ internal processes. Therefore, it might be necessary for Members to update their internal processes and interfaces. In case of cooperation with back office vendors, Members should contact their third-party providers as soon as possible so that the necessary adaptations can be made in time.