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EurexOTC IRS: Update of liquidity factors with effect from 11 December 2019

Release date: 05 Dec 2019 | Eurex Clearing

No. 116/2019 EurexOTC IRS: Update of liquidity factors with effect from 11 December 2019

Eurex Clearing Circular 116/19

1. Introduction

The liquidity factors for EurexOTC IRS are part of a regular review process and will be updated prior to the first intraday calculation run on 11 December 2019.

2. Required action

No specific actions are required.

3. Details of the initiative

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

Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.

Further information

Recipients:All Clearing Members, Basic Clearing Members, Disclosed Direct Clients, FCM Clearing Members of Eurex Clearing AG and vendors
Target groups:Front Office/Trading, Middle + Back Office
Contact:Risk Exposure Management, T +49-69-211-1 28 28, F +49-69-211-1 84 40, otcclear@eurexclearing.com
Web:www.eurexclearing.com
Authorized by:Dmitrij Senko