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Cross Project Calendar

Eurex Clearing Cross Project Calendar

In this section, Clearing Members and Independent Software Vendors (ISVs) will get an overview of the main cross projects actions, which need to be performed by Clearing Members in order to ensure a smooth readiness for all upcoming initiatives.

DateProject                            Action item                                                          

01 Jun

EURO STOXX® 50 Index (FESX)The standard fees for Eurex EnLight and TES transactions in EURO STOXX® 50 Index Futures (FESX) will be amended.

01 Jun

Prioritised reportsEurex and Eurex Clearing will amend list of prioritised reports starting 1 June 2020. 
No actions are required for members.

02 Jun

Amendments to the Clearing Conditions
  • Removal of Transitional Provisions for Value Based Allocation (ECM by Value) and the Individual Clearing Model Provisions (ICM) and Termination of ICM Tri-partite Clearing Agreements 
  • Assurance of Eurex Clearing’s right to enforce and realise pledges over Eligible Margin Assets in the form of Securities which constitute Excess Collateral
  • Introduction of obligation to participate in liquidity surveys

The amendments will become effective as of 2 June 2020.

08 Jun

Prisma Release 9.2

Go-live of Prisma Release 9.2.

09 Jun

Amendments to the Clearing Conditions

Eurex Clearing will amend the Clearing Conditions, following the adjustment of the obligations for performance for the delivery of Euro-Fixed Income futures contracts on debt securities of the Federal Republic of Germany.

13 Jun

T2S Release 4.0

TARGET2-Securities (T2S) has announced that its new software to be introduced with Release 4.0 will be implemented on 13 June 2020.

15 Jun

Prisma updates

Update of Liquidity Add-On parameters effective 15 June 2020. No specific actions are required for clearing members.

15 Jun

Prisma updates

Update of Event Risk Scenarios as of 15 June 2020. No specific actions are required for clearing members.

19 Jun

C7 Release 6.1

Deadline to provide the Readiness Statement for C7 Release 6.1.

25 Jun

Amendments to the Default Management Committee Rules and the Default Management Auction Rules 
  • Amendments to the Default Management Auction Rules 
  • Clarifications to the Default Management Committee Rules regarding the DMC convention
  • Default Management Rules for Eurex Basket Trades
The amendments are subject to a Consultation, the Consultation will end on 27 May 2020. The planned effective date of these amendments is 25 June 2020

29 Jun

C7 Release 6.1

Go-live of C7 Release 6.1.

07 Jul

EMIR Reporting

Eurex Clearing announced in circular 021/20, some amendments of EMIR common data fields, which should be made effective in the reporting as of 30 March 2020. The new effective date is 7 July 2020.

13 Jul

Securities Financing Transactions Regulation (SFTR)

On 13 July 2020, the obligation to report securities financing transactions according to Article 4 of the Securities Financing Transactions Regulation (SFTR) will come into effect.

27 Jul

OTC Release 10.1

Go-live of OTC Release 10.1.

27 Jul

Transition from FedFunds to the US dollar short-term rate (SOFR)

From 27 July 2020, SOFR-linked OTC swaps will be eligible for clearing. All EurexOTC Clear derivatives denominated in US dollar, including SOFR swaps, reside in an FedFunds-based PAI and discounting regime. There are no required actions for the participants as of now.

Aug

OTC Release 11.0

Start of simulation phase for OTC Release 11.0.

Sep

CCP Release 18.0

Start of simulation phase for CCP Release 18.0.

16 Oct

Transition from FedFunds to the US dollar short-term rate (SOFR)

Last day on which FedFunds PAI (PAA) based calculations are applied

19 Oct

Transition from FedFunds to the US dollar short-term rate (SOFR)

First day on which SOFR-based PAI (PAA) calculations are applied.  

19 Oct

OTC Release 11.0

Go-live of OTC Release 11.0.

29 Oct

C7 Release 7.0

Start of simulation phase for C7 Release 7.0. Clients are requested to participate in the simulation and test various scenarios.

Nov

CCP Release 18.0

Go-live of CCP Release 18.0.

23 Nov

C7 Release 7.0

Go-live of C7 Release 7.0.

31 Dec

Amendments to Discounted OTC IRD GOLD Pack 2020

Include Disclosed Clients which fulfil the personal prerequisites for a clearing license as set out in the Clearing Conditions as eligible group participants into the OTC IRD GOLD Pack rebate scheme until 31 December 2020.

In case Eurex Clearing has to move an action date, the overview will be updated accordingly. Additionally, Eurex Clearing will inform you about all changes via newsflash or circular.

Not subscribed to our newsflashes or circulars yet? To subscribe to the Eurex Clearing newsflashes and circulars, please visit our subscription website. If you have any questions or require further information, please contact contact us at: client.services@eurexclearing.com.