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Eurex
As announced with Eurex circulars 073/11 and 207/11, the “Advanced Risk Protection” service will be extended with Eurex Release 14.0 to Eurex OTC trade entries by adding a feature called “Risk Adjusted Maximum Order Size“. Advanced Risk Protection service is a pre-trade risk management tool enabling Members to define individual risk limits for themselves or their associated Trading Members (NCMs). The new Risk Adjusted Maximum Order Size will replace the current “Maximum Wholesale Quantity” which is maintained via the GUI window Product Assignment Maintenance.
Based on the actual margin parameter/current underlying price and the contract size entered, a risk amount in product currency will be calculated with the entered OTC transaction and checked against the maintained risk amount.
This circular gives further details about the planned conversion for this functionality. Objective of the conversion is to ensure that the same contract size is tradable per OTC trade after introduction of Eurex Release 14.0 as before. For this purpose, the Maximum Wholesale Amounts will be translated into the new limit scheme. More details about the new functionality itself can be found in the Final Functional Release Notes for Eurex Release 14.0.
Furthermore, the naming convention for Report CD010 (“Daily Cash Account CM”) has been changed with Eurex Release 14.0., in order to ensure a consistent format for Member reports. In Eurex Release 13.1, the report is named CD010.TXTABCFR, whereby ABCFR represents the Clearer ID. In Eurex Release 14.0, the name of the report has been changed to CD010ABCFR.txt (for the text version) and “.xml” (for the xml version). Please note that if the report CD010 is empty, there will be no Clearer ID (ABCFR) contained in the report name. Generally, the content of the report remains unchanged.
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.