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Jul 07, 2015

Eurex Clearing

Introduction of GMEX IRS Constant Maturity Futures

Effective 7 August 2015, Eurex Clearing will offer clearing services for the following products:

  • Futures on contracts on the Global Derivatives Indices Limited Interest Rate Swap Constant Maturity Index (GDI IRS CMI) with the tenors of two to 30 years denominated in euro.

This circular provides information on clearing of the new products which will be introduced on 7 August 2015. The updated sections of the relevant Rules and Regulations of Eurex Clearing AG were published with Eurex Clearing circular 071/15 on 2 July 2015.

Specific trading related information on the introduction of the new product as well as the updated sections of the relevant Rules and Regulations of Eurex Deutschland and Eurex Zürich AG can be retrieved from Eurex circular 123/15.