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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                                                          
02 MarLSOC clearing model

For its LSOC clearing model, Eurex Clearing will also accept US dollar as cash collateral currency for Initial Margin payments starting 2 March 2020.

02 MarETC settlementEurex Clearing Invesco Physical Markets Plc will convert their Exchange Traded Commodity (ETC) (DE000A1MECS1) traded on Xetra (MIC: XETR) and Börse Frankfurt (MIC: XFRA) to the International Central Securities Depository (ICSD) model. 

There is no action required from the participants.

02 MarAmendments to the Clearing Conditions and the Price List of Eurex Clearing AG, to the FCM Rules and Default Management Committee Rules and other related documents

Amendments to the DMC Rules with regards to the DMC Assignment Phase and decommissioning of the mandatory DMC chairman and deputy election.

Amendments to the Clearing Conditions regarding participation in Default Management Auctions.

02 Mar Amendments to the Clearing Conditions and to the Auction Terms of Eurex Clearing AG

The changes are introduced because of the following topics:

  • Additional representation for Clearing Members (CM) with regards to Eurex Transactions for Direct Clients domiciled in the United States (U.S.),
  • Introduction of the Direct Margin Transfer Agreement and amendments to the relevant provisions under the Individual Segregated Account (ISA) Provisions, and
  • Minor amendments to the liability clauses under the Clearing Conditions and the Auction Terms.
02 MarAmendments to Clearing ConditionsEurex Clearing will make some amendments to Chapter II of its Clearing Conditions.
02 MarPrisma: Liquidity Add-On parametersEurex Clearing will update the Liquidity Add-On parameters effective 2 March 2020
02 MarAmendments to the Price List of Eurex Clearing

Transaction fees for FX Derivatives (FX Futures and FX Options) are charged in U.S. dollar.

Eurex Clearing now offers an alternative fee currency for FX Derivatives with quote currency JPY. To reflect the changes, Eurex Clearing has amended the Price List.
13 MarPrisma Release 9.1Go-live of Prisma Release 9.1.
23 MarEURO STOXX® 50 Index (FESX)The minimum price change (tick size) in futures calendar spreads for Futures on the EURO STOXX® 50 Index (FESX) will be reduced from 1.0 index points to 0.25 index points.
30 MarRelated Security Spread (“RSS”) Futures Effective 30 March 2020, Eurex Clearing will offer clearing services for Related Security Spread Futures (RSS Futures) introduced at Eurex Deutschland
 AprReporting of cleared Securities Financing Transactions (SFTs)

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

01 AprAmendments to the Price List of Eurex Clearing 

Eurex Clearing will amend its Price List due to the introduction of new Liquidity Provider schemes for European exercise style equity options with euro currency and European exercise style equity options with Swiss currency. There is no action required from the Clearing Members.

01 AprAmendments to the Price List of Eurex Clearing

Due to the extension of product scope available on Eurex EnLight and the adjustment of fees on EURO STOXX 50® Realized Dispersion Index Futures (Dispersion Index Futures) Eurex Clearing will amend its Price List as of 1 April 2020.

23 AprPrisma Release 9.2Start of simulation phase. Clients are asked to participate in the simulation.
29 AprOTC Release 10.1Start of simulation phase for OTC Release 10.1.
28 MayC7 Release 6.1

Start of simulation phase for C7 Release 6.1. Clients are requested to participate in the simulation and test various scenarios.

01 JunEURO STOXX® 50 Index (FESX)The standard fees for Eurex EnLight and TES transactions in EURO STOXX® 50 Index Futures (FESX) will be amended.
08 JunPrisma Release 9.2Go-live of Prisma Release 9.2.
22 JunOTC Release 10.1Go-live of OTC Release 10.1.
26 JunC7 Release 6.1Go-live of C7 Release 6.1.
AugOTC Release 11.0Start of simulation phase for OTC Release 11.0.
SepCCP Release 18.0Start of simulation phase for CCP Release 18.0.
19 OctOTC Release 11.0Go-live of OTC Release 11.0.
29 OctC7 Release 7.0Start of simulation phase for C7 Release 7.0. Clients are requested to participate in the simulation and test various scenarios.
NovCCP Release 18.0Go-live of CCP Release 18.0.
23 NovC7 Release 7.0Go-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.

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