31 Aug 2021

Update on EONIA-ESTR Conversion – EurexOTC Clear Simulation

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 the EONIA to trades referencing ESTR will be performed tomorrow, 1 Sept 2021, during the day.

Eurex Clearing further notes that the EONIA benchmarked products will no longer be eligible for clearing in the UAT environment.