17 Dec 2021

Update on GBP LIBOR 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 OTC Clear IRS and basis swaps referencing GBP LIBORs to Risk-free rates will be performed tomorrow, 18 December 2021.

Eurex Clearing further notes that products referencing GBP LIBOR 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.

Special service time on Saturday, 18 December 2021 from 09:30 CET until 17:00 CET.
P: +49-69-211-1 28 28