21 Apr 2023

Update on USD 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 USD LIBOR to Risk-free rate will be performed tomorrow, 22 April 2023.

Eurex Clearing further notes that products referencing USD 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, 22 April 2023 from 09:30 CEST until 17:00 CEST.

P: +49-69-211-1 28 28
E: OTCClear@eurex.com