06 Apr 2021

Eurex Clearing

EurexOTC IRS: Update of liquidity factors with effect from 9 April 2021

Eurex Clearing Circular 031/21 EurexOTC IRS: Update of liquidity factors with effect from 9 April 2021


1.  Introduction

The liquidity factors for EurexOTC IRS are part of a regular review process and will be updated prior to the first intraday calculation run on 9 April 2021.

2.  Required action

No specific actions are required.

3.  Details of the initiative

The changes will be reflected in report “CC220 Liquidity Table” which is available in csv format on the Common Report Engine.

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, FCM Clearing Members of Eurex Clearing AG and vendors

Target groups:

Front Office/Trading, Middle + Backoffice

Contact:

Risk Exposure Management, tel. +49-69-211-1 28 28, otcclear@eurex.com

Web:

www.eurex.com/ec-en/

Authorised by:

Dmitrij Senko


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