19 Mar 2020

Daily settlement price corrections for OBTP contracts 18th of March 2020

Please be informed that much to our regret CD710 report used incorrect settlement prices for OBTP contracts.

Correct prices and therefore correct Variation margin values can be found CB790 Variation margin report and CB012 Account statement.

The correction bookings can be found under transaction type 297/298 with value date 20th March 2020 in report CD710 as of 20th  March 2020.

For more information you can contact Derivatives Clearing Operations: +49 69 211 1 1250