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In this section Clearing Members and Independent Software Vendors (ISVs) will get an overview of the main cross projects actions, which need to be performed in order to ensure a smooth readiness for upcoming initiatives.
| Date | Project | Action item |
01 Oct | Integration of the product Zero-Coupon Inflation Swap (ZCIS) in the OTC Interest Rate Derivatives (IRD) High Turnover Pricing Model. | |
01 Oct | In preparation to upcoming CSD Regulation, the amendments enable Eurex Clearing AG to conduct a replacement purchase or appoint a third party like a buy-in agent, in order to process a buy-in for failing securities deliveries towards the CCP, in accordance with the Clearing Conditions of Eurex Clearing AG. | |
01 Oct | MSCI-Index Futures: Order book incentives for selected Asian products from 1 October 2020 | For the period from 1 October 2020 to 30 September 2021, Eurex Clearing herewith announces that market participants can benefit from a fee holiday for trading selected Asian MSCI Futures in the order book. |
05 Oct | Cross-margining: Simulation focus week from 28 September until 5 October 2020 | With this newsflash, Eurex Clearing announces a focus week in simulation for cross-margin testing. The focus week will run from Monday, 28 September 2020 until Monday, 5 October 2020. |
05 Oct | Simulation of the Eurex Clearing AG Default Management Process from 5 October to 9 October 2020 | Eurex Clearing AG (Eurex Clearing) will conduct the next simulation of its Default Management Process (DMP). Simulation start: 5 October 2 |
09 Oct | Last day to submit the Readiness Statement for OTC Release 11.0. | |
10 Oct | Optional feature for Clearing Members designed to more efficiently manage their intraday margin call process. | |
16 Oct | Transition from FedFunds to the US dollar short-term rate (SOFR) | Last day on which FedFunds PAI (PAA) based calculations are applied. |
17 Oct | Amendments to the Clearing Conditions and FCM Regulations of Eurex Clearing AG | Amendments to the Rules and Regulations of Eurex Clearing AG; Introduction of USD as a new clearing currency for the LSOC OTC IRD clearing model - Consultation until 26 October 2020. |
19 Oct | Transition from FedFunds to the US dollar short-term rate (SOFR) | First day on which SOFR-based PAI (PAA) calculations are applied. |
19 Oct | Go-live of OTC Release 11.0. | |
13 Nov | Last day to submit readiness statement for C7 Release 7.0 | |
23 Nov | CCP Release 18.0 | Go-live of CCP Release 18.0. No impact on Clearing Member. |
23 Nov | Go-live of C7 Release 7.0. |
In case Eurex Clearing has to move an action date, the overview will be updated accordingly. Additionally, Eurex Clearing will inform you about all changes via newsflash or circular.
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