Find
Feb 14, 2014

Eurex Clearing

Options on three-month EURIBOR futures: Clearing of one-year to four-year EURIBOR Mid-Curve options on three-month EURIBOR futures

Effective 3 March 2014, Eurex Clearing will extend its clearing services to one-year to four-year EURIBOR Mid-Curve options on three-month EURIBOR futures introduced at Eurex Exchange.

Effective the same date, the current one-year EURIBOR Mid-Curve options with product codes OEUH, OEUM, OEUU and OEUZ will no longer be available for trading at Eurex Exchange. Upon submission of the Statement of Agreement for transfer of existing positions in products OEUH, OEUM, OEUU and OEUZ (attachment 3), existing positions will be converted to the new one-year Mid-Curve options (OEM1).

This circular provides information on the clearing of the newly introduced 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 circular 034/14.