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26 Aug 2020

Update on FedFunds-SOFR Transition – EurexOTC Clear Simulation

Please be informed that “SIMU dry-run market quotes EOD 2020-08-25 “ 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

In case of questions, please feel free to reach out OTCClear Simulation helpdesk.
P: +49 69 2 11-1 25 25
E: OTCClear.Simulation@eurexclearing.com

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