A member of
Eurex Clearing
1. Introduction
Effective 16 December 2019, Eurex Clearing AG will offer clearing services for Futures on EURO STOXX 50® Realized Dispersion Index (Dispersion Index Futures) introduced at Eurex Deutschland.
2. Required action
Please note that the Dispersion Index Futures will be allowed for trading and clearing for all DC Market Participants. Clearing Members must take action and de-assign the products in the C7 Clearing System, in case a DC Market Participant or the Clearing Member itself should not be able to trade the product.
The Dispersion Index Futures will be part of the capacity “Cash/Physical EUR”.
3. Details
Other than announced in Eurex Clearing circular 110/19,
Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.
Further information
| Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, vendors, all FCM Clearing Members and other affected contractual parties |
| Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination |
| Contact: | Clearing Operations, T +49-69-211-1 12 50, clearing@eurexclearing.com Risk Control, T +49-69-211-1 24 52, risk@eurexclearing.com |
| Web: | www.eurexclearing.com |
| Related Circular: | Eurex Clearing circular 110/19 |
| Authorised by: | Heike Eckert |