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Jul 04, 2012

Eurex Clearing

Eurex Bonds and Eurex Repo Instruments

Change of Update Process for Margin Parameters effective July 9, 2012

As of end-of-day batch processing on July 9, 2012, Eurex Clearing will in the future carry out updating of margin parameters for bonds on a daily basis. The basic calculation method, however, will remain unchanged.

Along with the change of the update process of margin parameters for bonds, adjustments of the credit risk and market interest components and the liquidity factor will also take place.

Market Status ⓘ

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.