15 Oct 2021

Update on EONIA-ESTR Conversion – EurexOTC Clear Production

Please be informed that End of Day Processing for OTC Clear has been started and End of Day reports will be accessible on CRE as usual.

Members can find the compensation fees available in Trade Conversion Transparency Report (CC350).
Transition of trades referencing EONIA index to trades referencing ESTR index will be performed tomorrow, 16 Oct 2021.

Eurex Clearing further notes that products referencing EONIA benchmark are no longer eligible for clearing in the production environment.

In case of functional questions, please feel free to reach out to OTCClear helpdesk on 16 October 2021 from 12:30 CEST until 15:00 CEST.
P: +49-69-211-1 28 28
E: otcclear@eurex.com