A member of
Eurex Clearing
Dear Eurex Clearing Customers,
Eurex Clearing has published the "EurexOTC Clear Functional Release Notes" for Release 10.0, which will go live on Monday, 18 November 2019. All publications are also communicated via the "EurexOTC Clear Communication Calendar". Both documents are available on the Eurex Clearing Member Section under the following path:
Technology > EurexOTC Clear > System Documentation > Overview
Update on the Known Limitations list
Please note, as of 18 November 2019 in production and 9 October 2019 in simulation, the Margin Calculator API will support Zero Coupon Inflation Swaps. The “EurexOTC Clear Release 9.2 Known Limitations” list has already been updated and published on the Eurex Clearing Member Section under the following path:
Technology > EurexOTC Clear > General question log & Known limitations
New Member Section category for EONIA-€STR transition
With regards to the EONIA-€STR transition and OTC Release 10.0, the document "ECAG Overview of the EONIA-€STR transition" has been published in the Eurex Clearing Member Section under
Risk & Collateral Management > Benchmark Transition Information > EUR: EONIA-€STR Transition
Upcoming tasks and due dates
Please find below a list of tasks to be completed by Members with the respective due dates:
Due date | Impacted Members | Task |
On a regular basis | OTC IRS / FX / XCCY | Nominate or update your Release Contact for Eurex Clearing´s EurexOTC Clear |
Before start of testing | OTC IRS / FX / XCCY | Simulation: Prepare your systems with the updated XSDs for reports and FpML messages |
As of 9 October 2019 | OTC IRS / FX / XCCY | Simulation: Functionalities and changes are available for testing |
Until 15 November 2019 | OTC IRS / FX / XCCY | Send the Readiness Statement for OTC Release 10.0 to otcrelease@eurexclearing.com |
As of 18 November 2019 | OTC IRS / FX / XCCY | Production: Prepare your systems with the updated XSDs for reports and FpML messages |
Kind regards,
Your Client Services Team
| Recipients: | All EurexOTC Clear Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors |
| Contact: | client.services@eurexclearing.com |
| Related Eurex Clearing Initiatives page: | EurexOTC Clear Release 10.0 |
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