About EurexOTC Clear
Service Offering for PSAs
EMIR 3.0 - active account
CCP Switch
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Compression Service
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Interest Rate Swaps
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Client Asset Protection under EMIR
Client Asset Protection under LSOC
Credit, concentration & wrong way risk
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Pioneering CCP Transparency
Haircut and adjusted exchange rates
Securities margin groups and classes
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OTC derivatives
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Eurex Clearing Rules & Regulations
EMIR 3.0 - active account
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Eurex Clearing
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 21 October 2024.
2. Required action
No specific actions are required.
3. Details
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, ISA Direct 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, otcclear@eurex.com | |
Web: | www.eurex.com/ec-en/ | |
Authorized by: | Dmitrij Senko |