04 Dec 2021

Update on CHF & JPY LIBORs Conversion - EurexOTC Clear Production

Eurex Clearing has terminated all transactions referencing CHF and JPY LIBORs (termination date: 6 Dec 21) and novated the replacing-RfR trades (cleared date: 6 Dec 21). Hence, with this message, Eurex Clearing confirms that trade conversion is completed. Broadcast messages have been sent for both terminated and newly novated trades accordingly to clearing participants. MW Synchronisation is also complete.