Eurex Clearing Cross Project Calendar

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.

DateProject                            Action item                                                          

01 Oct

Amendments to the Price List regarding the integration of OTC IRD ZCIS in the High Turnover Pricing Model; the OTC IRD Maintenance Fee calculation and the fees for transfers of bunched order transactions

Integration of the product Zero-Coupon Inflation Swap (ZCIS) in the OTC Interest Rate Derivatives (IRD) High Turnover Pricing Model.

01 Oct

Amendments to the Clearing Conditions of Eurex Clearing AG

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
Simulation end: 9 October

09 Oct

OTC Release 11.0

Last day to submit the Readiness Statement for OTC Release 11.0.

10 Oct

C7 Excess Collateral Pool

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

OTC Release 11.0

Go-live of OTC Release 11.0.

13 Nov

C7 Release 7.0

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

C7 Release 7.0

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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