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C7 Release 7.0

C7 Release 7.0

Eurex Clearing will introduce C7 Release 7.0 in November 2020. An overview of the release content relevant for Clearing Members will be available on this website. To ensure effective information distribution, we kindly ask interested persons to subscribe to the RSS feed of this website.

Simulation start: 21 September 2020
Production start: 23 November 2020

Features and Enhancements / Participation requirements

With C7 Release 7.0 the following functional changes are envisaged:

FIXML broker migration
Eurex Clearing FIXML broker will be migrated from qpid C++ to qpid Java. Clearing Members and ISVs are required to upgrade the AMQP libraries in their software to the latest available versions. AMQP 0.10 version is no longer supported and members need to upgrade to AMQP version 1.0 to be able to connect.

Product tag in FIXML messages
This optional feature will be provided to Clearing Members who wish to distribute their large volume across multiple FIXML accounts and use a split via product. For this purpose, the product will be attached as a property to the FIXML messages in the same way as the MLID (message level identifier).

Default rule change for initial trade booking
With the current behavior the clearing account is taken by C7 without checking if the trading capacity provided a correct valid value for the clearing account on the T7 trading platform. With C7 Release 7.0 the trading capacity field will have a higher priority than the selected clearing account.

Value check for Rate identifier
The entry of the Execution Source Code will be mandatory in case of agent business execution combined with an additional valid value check on the set values, as proposed by FIA. In C7 a corresponding check will be implemented to ensure that only the specified valid values are used.

TED spreads
Eurex Exchange is planning to introduce new inter-product spread (IPS) Fixed Income Futures based on the fixed-income Schatz Futures (FGBS) and the two-year bundle of the Euribor Futures (FEU3) consisting of eight consecutive maturities covering a time frame of two years. New values might be required on the existing fields “strategy type” and “strategy sub type”. 

Report changes & Report Introductions:

Report Changes 

Simulation

Production

Strategy details post transaction adjustment event: CB012, CB013, CB715, CB750 and CI012

21 Sep 

23 Nov 

Non-disclosure flag added to reports:CB012, CB013, CB750, CB751, CB715, CB165 and CB001

21 Sep 

23 Nov 

Equity basket reports CB167, CB731, CA752 and CE775

21 Sep 

23 Nov 


In case of any questions or your require further information, please contact us at client.services@eurexclearing.com.