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Eurex Clearing
1. Introduction
The equity margin parameters and collateral haircuts are part of a regular review process and will be updated on 22 April 2022 EOD.
Production start: 22 April 2022
2. Required action
No specific actions are required.
3. Details of the initiative
The impacts on margins and collateral values were simulated and assessed to be mostly insignificant. In case of any significant changes, Clearing Members will be contacted directly.
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 and vendors | |
Target groups: | Front Office/Trading, Middle + Back Office | |
Contact: | Risk Exposure Management, tel. +49-69-211-1 28 28, e-mail: risk@eurex.com | |
Web: | www.eurex.com/ec-en/ | |
Authorized by: | Dmitrij Senko |