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Eurex Clearing Readiness Newsflash | EurexOTC Clear Release 10.0: Publication of document and start of simulation

Release date: 26 Sep 2019 | Eurex Clearing

Eurex Clearing Readiness Newsflash | EurexOTC Clear Release 10.0: Publication of document and start of simulation

Eurex Clearing Readiness Newsflash

Dear Clearing Member,

Eurex Clearing has published the following document for OTC Release 10.0 which will go live on Monday, 18 November 2019:

  • EurexOTC Clear Simulation Guide

The document is available in the Member Section on the Eurex Clearing website www.eurexclearing.com under the following path: 

Member Section > Technology > EurexOTC Clear > System Documentation > Functional Documents & Guides > EurexOTC Clear Simulation Guide

All publications have also been communicated via the OTC Release 10.0 Publication Calendar.

New functionalities in simulation

Members may change/adjust their simulation static data or enhance its data with newly introduced functionalities, such as

  • Pricing model extension to Basic DCs in A-Account

The availability of the new functionalities of Advanced Risk Netting Unit (ARNU) and Netting Synchronization in simulation will be announced separately. A separate information is provided as soon the functionality is offered for all Members.

To request such setup or any other change for simulation, please use the updated “EurexOTC Clear Interest Rate Derivative Static Data Form for Clearing Member - Simulation” or the company admission tool (for Disclosed Direct Clients). The Static Data Form for Simulation is available on the Eurex Clearing website under

Members need to ensure that the mapping/setup at the approved trade source are requested and in place (e.g. request netting synchronisation at MarkitWire as well).

Upcoming tasks and due dates

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

Date/TimeImpacted MembersTask
OngoingOTC IRS / FX / XCCYNominate or update your Release Contact for Eurex Clearing's EurexOTC Clear 
Before start of testingOTC IRS / FX / XCCYSimulation: Prepare your systems with the updated XSDs for reports and FpML messages 
As of 9 October 2019OTC IRS / FX / XCCYSimulation: Functionalities and changes are available for testing
Until 15 November 2019OTC IRS / FX / XCCYSend the Readiness Statement for OTC Release 10.0 to client.services@eurexclearing.com
As of 18 November 2019OTC IRS / FX / XCCYProduction: Prepare your systems with the updated XSDs for reports and FpML messages

Kind regards,
Your Client Services Team


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

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