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EurexOTC Clear: Decommissioning of Euribor Fixings for 2 weeks, 2 months and 9 months

Release date: 13 Sep 2018 | Eurex Clearing

No. 079/18 EurexOTC Clear: Decommissioning of Euribor Fixings for 2 weeks, 2 months and 9 months

As announced by the European Money Markets Institute (EMMI) on 26 March 2018, the 2 weeks, 2 months and 9 months Euribor index tenors will be decommissioned (Decommissioned Rates) on 3 December 2018.

Eurex Clearing will accomplish the decommissioning in the simulation environment on
17 October 2018. Because of the decommissioning, Eurex Clearing will update cleared trades and change the trade loading/validation logic.

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