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Roadmap for collateral: Collateral fee adaptations and incentives to strengthen CCP risk management

Release date: 07 Mar 2018 | Eurex Clearing

No. 029/2018 Roadmap for collateral: Collateral fee adaptations and incentives to strengthen CCP risk management

Effective 3 April 2018, the following measures of Eurex Clearing will come into effect:

General adaptations to collateral fees:

  • Introduction of a benchmark reference rate for the calculation of
    interest rates on customer cash collateral
  • Changes to cash handling and securities collateral fees

Treatment of gross segregation and direct membership models:

  • Collateral fee incentive scheme
  • Intended adjustment of default fund contributions by end of the year, subject to further market consultation and EMIR Risk Committee

This circular contains the updated sections of the Clearing Conditions and the Price List of Eurex Clearing AG, as decided by the Executive Board of Eurex Clearing, which will come into effect on 3 April 2018.

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