Service Navigation

EurexOTC IRS: Update of liquidity factors and decay factor with effect from 4 June 2018

Release date: 28 May 2018 | Eurex Clearing

No. 050/18 EurexOTC IRS: Update of liquidity factors and decay factor with effect from 4 June 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 4 June 2018.

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

Further information