Compression
Eurex offers ETD Clearing Members an optional compression service to manage their risk exposure more efficiently. With this service, counterparties choose to terminate some or all the derivatives and replace them with another derivative whose combined notional value is less than the sum of the parts. For the time being, compression is offered for EURO STOXX®50 index options (OESX) and more products will follow in the future.
New features, changes and improvements:
- Increase in trading
- Reduce capital constraints
- Regulatory compliant
Simulation start: available
Production start: 29 March 2021
Circulars
Supporting Documents
Readiness Videos
Participants Requirements
Feature/Enhancement | Details | Action Item |
New TES Trade Type | Trade Type is an existing FIXML field. The new FIXML valid value for Trade Type @TrdType(828) is 1008. | Interested Clearing Members need to implement this new value in their FIXML feed. |
Report updates | New trade type “K” will be added to reports CB001, CB012, CB013, CB165, CB315, CB715, CB750, CB751 and CI012. | Interested Clearing Members need to support this new value in their reports. |
RBM Calculator
The Eurex Risk Based Margin Calculator is a program designed to help calculate and simulate Eurex Clearing margin requirements. The program is based on our Risk-based Margining model.
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Contacts
Eurex Frankfurt AG
Customer Technical Support / Technical Helpdesk
Service times from Monday 01:00 – Friday 22:00 CET
(no service on Saturday and Sunday)
T +49-69-211-VIP / +49-69-211-1 08 88 (all)
Eurex Frankfurt AG
Key Account Management
Service times from 09:00 - 18:00 CET