With this Newsflash, Eurex Clearing would like to inform Clearing Members that in some rare cases, after a transaction separation, rounding differences to a maximum of 2 cents may occur between the variation margin shown in Report CB012 “Account Statement” and the resulting reported cash amount in Report CD710 “Daily Cash Account CM”.
These rounding differences seldom appear in the calculation of the variation margin after a transaction separation. All other cash flows resulting from ETD business (i.e. premium, position transfer with cash, final cash settlement of options and residual calculations resulting from Average Pricing) are not impacted.
Eurex Clearing has identified the root cause and will implement a software fix effective as of Monday, 4 December 2023.
We apologize for this inconvenience and wish all Clearing Members a successful Release start on 20 November 2023.
Support > Initiatives & Releases > C7 Releases > C7 Release 10.0 > System Documentation
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Support > Initiatives & Releases > C7 Releases > C7 Release 10.0