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Dec 13, 2017

Eurex

Fee report “CB169 MM Fee Refund”: Description of extension regarding the Stress Presence Building Block

With Eurex circular 107/17, Eurex Deutschland and Eurex Zürich (collectively: the Eurex Exchanges) announced the introduction of rebates for the Stress Presence Building Block within Eurex’ Liquidity Provider Framework. The introduction of rebates for liquidity provisioning for the Stress Presence Building Block results in enhancements to the monthly fee report CB169 MM Fee Refund which will become effective in production as of January 2018.

Τhe fee report CB169 will be enhanced by new fields in order to separately display information on Liquidity Provider rebates for the Stress Presence Building Block. A detailed documentation of the extension to the CB169 report as well as the necessary schema files are attached to this circular and will be published in the “Eurex XML Report Reference Manual” in February 2018 (simulation).

On 15 December 2017, sample reports with fictitious values from the simulation environment will be made available for download in 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.

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