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Trade
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Clear

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Clearing volumes
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EurexOTC Clear

About EurexOTC Clear

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On-boarding

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Settlement Prices
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Eurex NDF Clearing

On-boarding
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Deutsche Börse Cash Market

Xetra and Börse Frankfurt
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Join

ISA Direct
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LSOC

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Infrastructure and collateral

LSOC model

Porting under LSOC
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Partnership Program OTC IRD

Partnership Program Participants

Participant views
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Partnership Program Repo

Partnership Program Participants

Participant views
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Partnership Program STIR

Partnership Program Participants
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Clearing contacts

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Common Report Engine

ISV & Service Provider

Connectivity
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Product Specifications

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Transaction Management

Collateral Management
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Risk

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Transparency Enabler Files

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Reports

Default Fund

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Implementation news

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Services

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Volume statistics
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Risk management

Default Waterfall

Model validation

Stress testing

Default Management Process

Client Asset Protection under EMIR

Client Asset Protection under LSOC

Credit, concentration & wrong way risk

System-based risk controls

Pioneering CCP Transparency
image-2023-10-23-14-12-02-899

Risk parameters

Haircut and adjusted exchange rates

Securities margin groups and classes

Prices Rolling Spot Future

File services

Bond Clusters
image-2023-10-23-14-12-02-899

Transaction management

Listed derivatives

OTC derivatives

Listed securities

Cash management

Delivery management

CCP eligible instruments
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Collateral management

Cash collateral

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Margining

Eurex Clearing Prisma

Cross-product margining

Margining process
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Margin Calculators

Eurex Clearing Prisma Margin Calculators

RBM Calculator
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Eurex Clearing Rules & Regulations

EMIR 3.0 - active account

SA-CCR

IBOR Reform

Uncleared Margin Rules
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Regulations

CFTC DCO Filings

U.S. Taxation

Legal opinions

Sanctions regimes
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Find

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Find
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17 Oct 2020

Update on FedFunds-SOFR Transition – EurexOTC Clear Production

Please be informed that “PROD market quotes EOD 2020-10-16“ have been uploaded to Eurex Clearing Member Section. The csv file is available in the Member Section of Eurex Clearing, under the following path:

Risk & Collateral Management > Benchmark Transition Information > USD: FedFunds-SOFR Transition

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