A member of
Eurex Clearing
Dear Clearing Member,
Eurex Clearing has published the following document for OTC Release 10.0 which will go live on Monday, 18 November 2019:
The document is available in the Member Section on the Eurex Clearing website www.eurexclearing.com under the following path:
Member Section > Technology > EurexOTC Clear > System Documentation > Functional Documents & Guides > EurexOTC Clear Simulation Guide
All publications have also been communicated via the OTC Release 10.0 Publication Calendar.
New functionalities in simulation
Members may change/adjust their simulation static data or enhance its data with newly introduced functionalities, such as
The availability of the new functionalities of Advanced Risk Netting Unit (ARNU) and Netting Synchronization in simulation will be announced separately. A separate information is provided as soon the functionality is offered for all Members.
To request such setup or any other change for simulation, please use the updated “EurexOTC Clear Interest Rate Derivative Static Data Form for Clearing Member - Simulation” or the company admission tool (for Disclosed Direct Clients). The Static Data Form for Simulation is available on the Eurex Clearing website under
Members need to ensure that the mapping/setup at the approved trade source are requested and in place (e.g. request netting synchronisation at MarkitWire as well).
Upcoming tasks and due dates
Please find below a list of tasks to be completed by Members with the respective due dates:
| Date/Time | Impacted Members | Task |
| Ongoing | 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 client.services@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 Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors |
| Web: | EurexOTC Clear Release 10.0 initiative page |
| Contact: | client.services@eurexclearing.com |
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