WebFeb 5, 2024 · Eurex Clearing Circular 006/21 Calculation of Default Fund contributions: Change to Stress-Loss-over-Margin (SLOM) based methodology effective 1 April 2024 1. Introduction The calculation of Default Fund contributions will be changed from a percentage of Initial Margin approach to a Stress Loss-over-Margin (SLOM) based … WebNov 2, 2024 · Eurex NDF Clearing Clear. Eurex NDF Clearing; On-boarding Eurex NDF Clearing; Eurex Repo Clear; Eurex/KRX Link Clear; Deutsche Börse Cash Market …
Clearing Circular 11 /2024 Market Correction Mechanism
WebApr 7, 2024 · This circular contains information with respect to the service offering of Eurex Clearing AG (Eurex Clearing) and amendments to the Clearing Conditions of Eurex Clearing AG (Clearing Conditions) and the FCM Regulations of Eurex Clearing AG (FCM Regulations) regarding the following topics: WebAs required by CFTC Rule 39.21 (c) (8), Eurex Clearing AG identifies that it clears the following interest rate swaps listed in the Tables of CFTC Rule 50.4, which fall under the CFTC’s mandatory clearing requirement: Fixed-to-floating : EUR, USD, DKK, NOK, SEK, PLN* Basis: EUR, USD, DKK, NOK, PLN* evil cartman south park
Chapter I of the Clearing Conditions of Eurex Clearing …
WebEurex Clearing might need to extend the Clearing hours due to the market conditions, internal incidents, requests from Clearing Members, among others. ... All Circulars are … Web21 hours ago · LCH’s Paris-based clearing house is preparing to start clearing bitcoin futures and options in the fourth quarter of this year, setting up a competitive clash with CME, which currently dominates the space. If the bitcoin launch is successful, LCH SA business head Frank Soussan tells Risk.net the central counterparty (CCP) would … WebEurex Clearing maintains a multi-layered security system, called the default waterfall. The default waterfall foresees that upon a Clearing Member's default all financial resources of the defaulted CM will be used to cover potential losses occurring during the DMP. evil cars saints row 2