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EurexOTC IRS: Update of liquidity factors with effect from 20 May 2020

Release date: 13 May 2020 | Eurex Clearing

No. 040/2020 EurexOTC IRS: Update of liquidity factors with effect from 20 May 2020

Eurex Clearing Circular 040/20

1. Introduction

The liquidity factors for EurexOTC IRS are part of a regular review process and will be updated prior to the first intraday calculation run on 20 May 2020.

2. Required action

No specific actions are required.

3. Details of the initiative

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


Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.
 

Further information

Recipients:All Clearing Members, Basic Clearing Members, Disclosed Direct Clients, FCM Clearing Members of Eurex Clearing AG, vendors and other affected contractual parties
Target groups:Front Office/Trading, Middle + Backoffice
Contact:Risk Exposure Management, tel. +49-69-211-1 28 28, fax +49-69-211-1 84 40, otcclear@eurexclearing.com
Web:www.eurexclearing.com
Authorised by:Dmitrij Senko