Eurex Clearing calculates the Interpolated Rate in line with the formula described in Section 6.10 of the 2021 ISDA Definitions.
The number of calendar days for the fixed period (i.e. Shorter Designated Maturity and the Longer Designated Maturity) are calculated from the first day of the calculation period until the calendar day that is (a) one day, (b) the corresponding number of weeks, (c) the corresponding number of months or years, immediately following the first day of the calculation period. Meaning, the bilaterally agreed conventions EOM and IMM are not applicable.
These are described in Chapter VIII Part 2 Number 2.2.5 (7) of the Eurex Clearing Conditions.
In case more detailed information is required or you have any questions, please do not hesitate to contact our OTCClear Team (phone: +49-69-211-12828 / e-mail: otcclear@eurex.com).
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.
