A member of
Eurex Clearing
Dear Clearing Member,
With this Newsflash, we would like to draw your attention to the upcoming publications, events and actions necessary for the ongoing initiatives:
| 01 Nov | Amendments to the Price List of Eurex Clearing AG | Amendments regarding the extension of the product scope available on Eurex EnLight come into effect. | |
| 01 Nov | Amendments to the Price List of Eurex Clearing AG | Introduction of a fee on delivery resulting from certain Single Stock Futures comes into effect. | |
| 01 Nov | Amendments to the Price List of Eurex Clearing AG | Deletion of product groups US02/CA02/US22 and further related adjustments following merger of product groups comes into effect. | |
| 01 Nov | Exemption to maintain securities/cash settlement accounts for the clearing of Eurex Transactions | The exemption comes into effect. | |
| 01 Nov | Discontinuation of clearing of LDX IRS Constant Maturity Futures | The discontinuation comes into effect. | |
| 01 Nov | IBOR Reform | Production start: Clearing eligibility extended to €STR-linked products | |
| 01 Nov | IBOR Reform | Production start: Member reports for EUR OTC IRS trade values based on €STR discounting are available | |
| 01 Nov | Decommissioning of Prisma Margin Estimator | The Prisma Margin Estimator (PME) decommissioning comes into effect. | |
| 01 Nov | Collateral Management: Change in the calculation of interest rates on cash collateral | Amendments to the Clearing Conditions of Eurex Clearing AG relating to changes in the calculation of interest rates come into effect. | |
| 04 Nov | Simulation of Eurex Clearing's Default Management Process | The simulation starts and runs until 8 November 2019 | |
| 08 Nov | C7 Release 6.0 | Deadline to provide the Readiness Statement | |
| 11 Nov - 15 Nov | Preparational task for C7 Release 6.0 | Clearing Members can review/change Capacity-product assignment (de-assignment also possible after production launch). The Capacity/product assignment will be set effective to the T7 trading platform on Monday, 18 November 2019, immediately after the launch of T7 Release 8.0. | |
| 11 Nov | ETF settlement: Change of settlement structure for ETFs of Vanguard Funds Plc | Vanguard Funds Plc's Exchange Traded Funds (ETFs) traded on Xetra (MIC: XETR) and Börse Frankfurt (MIC: XFRA) converted to the International Central Securities Depository (ICSD) model. | |
| 15 Nov | OTC Release 10.0 | Deadline to provide the Readiness Statement | |
| 18 Nov | EurexOTC Clear service: Discounting switch from EONIA to €STR for cleared OTC EUR derivatives | €STR-linked OTC swaps will be eligible for clearing in the EurexOTC Clear service. | |
| 18 Nov | OTC Release 10.0 | Go-live of OTC Release 10.0 | |
| 18 Nov | C7 Release 6.0 | Go-live of C7 Release 6.0 | |
| 18 Nov | CCP Release 17.0 | Go-live of CCP Release 17.0 | |
| 18 Nov | Go-live of Prisma Release 9.0 |
Also, kindly note the Frozen Zones in November 2019 as follows:
| Date | Frozen Zone | Reason | ||
| 01 Nov | Frozen Zone Product Setup and Product Assignment | C7 Product Assignment Migration on 02 Nov | ||
| 04 Nov - 08 Nov | Frozen Zone Member and Product Setup and Clearer Change | C7 Product Assignment | ||
| 14 Nov - 19 Nov | Frozen Zone Product an Member Setup due to Prisma 9.0 | Launch on 18 Nov | ||
| 16 Nov - 18 Nov | Frozen Zone Member setup due to T7 8.0, Eurex OTC 10.0, C7 6.0, CCP 17.0 | Launch on 18 Nov |
If you have any questions or comments, please do not hesitate to contact us at: client.services@eurexclearing.com.
Kind regards,
Your Client Services Team
| Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, FCM Clearing Members, vendors and other affected contractual parties |
| Contact: | client.services@eurexclearing.com |
| Web: | Eurex Clearing Initiatives pages |
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Eurex Clearing is part of Eurex Group. Find out more here.