Eurex offers ETD Clearing Members an optional compression service to manage their risk exposure more efficiently. With this service, counterparties choose to terminate some or all the derivatives and replace them with another derivative whose combined notional value is less than the sum of the parts. For the time being, compression is offered for EURO STOXX®50 index options (OESX) and more products will follow in the future.
New features, changes and improvements:
Simulation start: available
Production start: 29 March 2021
New TES Trade Type
Trade Type is an existing FIXML field. The new FIXML valid value for Trade Type @TrdType(828) is 1008.
Interested Clearing Members need to implement this new value in their FIXML feed.
New trade type “K” will be added to reports CB001, CB012, CB013, CB165, CB315, CB715, CB750, CB751 and CI012.
Interested Clearing Members need to support this new value in their reports.
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