Eurex Clearing
Dear Clearing Member,
We would like to draw your attention to the change of the underlying reference index for pending Eurex Repo trades in the simulation environment.
Due to the discontinuation of EONIA interest rate as reference index for Eurex Repo business, Eurex Repo pending trades based on EONIA index in Securities CCP Simulation environment will be transformed into €STR based trades by 13 January 2022.
The updated trade information can be found in simulation reports RPTTC755 "Repo Fixings" and RPTCE260 "Pending Delivery" from the same business day.
Learn now more about CCP Releases on our dedicated initiative page on the Eurex Clearing website under the following link: Support > Initiatives & Releases > CCP Releases. System documentation, circulars, timeline and much more information is available there for you.
If you have any further questions or comments, please send an e-mail to client.services@eurex.com.
Kind regards,
Your Client Services Team
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Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Back Office, IT/System Administration, Treasury | |
Contact: | client.services@eurex.com | |
Web: | Support > Initiatives & Releases > CCP Releases |
