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Eurex Clearing
1. Introduction
The bond margin parameters and collateral haircuts are part of a regular review process and will be updated prior to the first intraday calculation run on 29 August 2022.
2. Required action
No specific actions are required.
3. Details
The updated bond margin parameters and collateral haircuts will reflect the heightened levels of market volatility and increase noticeable.
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 + Back Office | |
Contact: | Risk Exposure Management, tel. +49-69-211-1 28 28, risk@eurex.com | |
Web: | www.eurex.com/ec-en/ | |
Authorized by: | Dmitrij Senko |