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 26 January 2023.
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.
All Clearing Members, ISA Direct Clearing Members, Disclosed Direct Clients, FCM Clearing Members of Eurex Clearing AG and vendors
Front Office/Trading, Middle + Backoffice
Risk Exposure Management, tel. +49-69-211-1 24 52, firstname.lastname@example.org