Please be informed that due to technical reasons, some incorrect GBP coupon settlements were instructed in our Production system on 20.12.2021.
Only the coupons on the fixed leg (with the cashflow date 20.12.2021) of the OTC IRS replacement trades created during the GBP LIBOR Conversion were impacted, no other payments or calculations affected.
In order to correct the settlements, we will instruct correction amounts (at pool level) with Transaction Types 251 OTC Adaptation PAID (in case of a debit instruction) and/or 252 OTC Adaptation RECEIVED (in case of a credit instruction).
We will instruct the correction bookings with value date 30.12.2021.
We apologize for any inconvenience this may have caused.
In case more detailed information is required or you have any questions, please do not hesitate to contact our OTCClear Team (phone: +49-69-211 12828 / e-mail: otcclear@eurex.com).
