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EurexOTC IRS: Update of liquidity factors and decay factor with effect from 13 September 2018

Release date: 06 Sep 2018 | Eurex Clearing

No. 077/18 EurexOTC IRS: Update of liquidity factors and decay factor with effect from 13 September 2018

The liquidity factors for EurexOTC IRS are part of a regular review and will be updated prior to the first intraday calculation run on 13 September 2018.

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

Further information