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Jul 17, 2014

Eurex Clearing

Euro-Swap Futures: Clearing of futures contracts introduced on Eurex Exchange on two-year, five-year, ten-year and 30-year interest rate swaps denominated in euro

Effective 1 September 2014, Eurex Clearing will extend its clearing services to the following products:

Futures contracts on interest rate swaps denominated in euro with various terms (two, five, ten and 30 years) and fixed rate arrangements (“Euro-Swap Futures”).

Thiscircular provides information on the clearing and delivery process of the new products and the updated sections of the relevant Rules and Regulations of Eurex Clearing AG. Specific information on the introduction of the new products as well as the updated sections of the relevant Rules and Regulations of Eurex Deutsch­land and Eurex Zürich AG can be retrieved from Eurex circulars 107/14 and 122/14.