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May 28, 2018

Eurex Clearing

EurexOTC IRS: Update of liquidity factors and decay factor with effect from 4 June 2018

The liquidity factors for EurexOTC IRS are part of a regular review and will be updated prior to the first intraday calculation run on 4 June 2018.

The changes will be reflected in report “CC220 Liquidity Table” for the liquidity factors which are available in csv-format on the Common Report Engine.

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.