Service Navigation

Eurex Clearing Readiness Newsflash | Publication and documentation update for EurexOTC Clear Release 10.0 and for EONIA-€STR transition

Release date: 25 Jul 2019 | Eurex Clearing

Eurex Clearing Readiness Newsflash | Publication and documentation update for EurexOTC Clear Release 10.0 and for EONIA-€STR transition

Eurex Clearing Readiness Newsflash | Publication and Documentation update for EurexOTC Clear Release 10.0 and for EONIA-€STR transition

Dear Eurex Clearing Customers,

Eurex Clearing has published the "EurexOTC Clear Functional Release Notes" for Release 10.0, which will go live on Monday, 18 November 2019. All publications are also communicated via the "EurexOTC Clear Communication Calendar". Both documents are available on the Eurex Clearing Member Section under the following path:

Technology > EurexOTC Clear > System Documentation > Overview

Update on the Known Limitation list

Please note, as of 18 November 2019 in production and 9 October 2019 in simulation, the Margin Calculator API will support Zero Coupon Inflation Swaps. The “EurexOTC Clear Release 9.2 Known Limitations” list has already been updated and published on the Eurex Clearing Member Section under the following path:

Technology > EurexOTC Clear > General question log & Known limitations

New Member Section category for EONIA-€STR transition

With regards to the EONIA-€STR transition and OTC Release 10.0, the document "ECAG Overview of the EONIA-€STR transition" has been published in the Eurex Clearing Member Section under

Risk & Collateral Management > Benchmark Transition Information > EUR: EONIA-€STR Transition 

Upcoming tasks and due dates

Please find below a list of tasks to be completed by Members with the respective due dates:

Due date

Impacted Members

Task

On a regular basis

OTC IRS / FX / XCCY

Nominate or update your Release Contact for Eurex Clearing´s EurexOTC Clear

Before start of testing

OTC IRS / FX / XCCY

Simulation: Prepare your systems with the updated XSDs for reports and FpML messages

As of 9 October 2019

OTC IRS / FX / XCCY

Simulation: Functionalities and changes are available for testing

Until 15 November 2019

OTC IRS / FX / XCCY

Send the Readiness Statement for OTC Release 10.0 to otcrelease@eurexclearing.com

As of 18 November 2019

OTC IRS / FX / XCCY

Production: Prepare your systems with the updated XSDs for reports and FpML messages

Kind regards,

Your Client Services Team

Recipients:All EurexOTC Clear Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors
Contact:client.services@eurexclearing.com
Related Eurex Clearing Initiatives page:EurexOTC Clear Release 10.0

Follow us on Twitter @EurexGroup, LinkedIn and YouTube for more updates or visit our website.

Eurex Clearing is part of Eurex Group. Find out more here.