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Eurex Clearing
With this circular, Eurex Clearing would like to inform all Members, Customers and Vendors about the provision of additional Theoretical Price Files in order to accommodate the fact that the clients use the information on interest rates contained in the Theoretical Price Files in different ways.
The following additional Theoretical Price Files will be offered:
The provision of the additional Theoretical Price Files in simulation is scheduled as of 20 March 2015. Production launch is planned for 13 April 2015.
Clearing Members, Non-Clearing Members and Vendors, who are currently using the interest rate field within the existing Theoretical Price Files, have to use the new Theoretical Price Files, as here also negative interest rates are shown. Clearing Members, Non- Clearing Members and Vendors, who are not using the interest rate field, can still use the current version of the Theoretical Price Files which always show rate values of zero (‘00’).
All remaining Theoretical Price Files, including Eurex Clearing Prisma Transparency Enabler Files, are not affected.