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Eurex Clearing
Currently, for the LDX IRS Constant Maturity Futures and Rolling Spot Futures, Eurex Clearing issues technical trades in order to realign variation margins at open position account level on a daily basis. In order to enhance the processing and identification of technical trades, Eurex Clearing will make the following changes:
FIXML
C7 Clearing GUI
CRE Reports
The changes will be active in simulation from 17 January 2018 and in production from 1 March 2018.