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Oct 02, 2009

Eurex

Eurex Release 12.0 Simulation: Additional Information

This circular provides additional information on Eurex Release 12.0 Simulation:

  • OTC Volatility Strategies with Cash Equity Leg:

- Information for Members about § 9 WpHG
- Give-up / Take-up facility for OTC equity volatility strategy trades
- Online information about OTC Volatility Strategy Trades provided to Clearing Members

  • Extension of the Margin Group Parameters file “FPPARM”

The new field “CURR-TYP-COD-RMPARM” containing the margin class currency will be added to the FPPARM file.

  • Documentation Updates

- Eurex Member Interface Specifications – File Interface Layouts
- Eurex @X-ceed Trading User Guide and Eurex XML Report Reference Manual are available on the Eurex website

  • Update of the Eurex 12.0 Simulation Calendar

Reschedule of the matcher crash / host failover test and one Market Reallocation event (focus day) in Eurex Release 12.0 Simulation.

The Eurex 12.0 Simulation Calendar will be updated on the Eurex website:

www.eurexchange.com > Member Section > Eurex 12.0 Simulation > Standard Simulation

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.