Eurex Clearing
Dear Clearing Member,
We would like to announce that the activation of Value Based Average Pricing (VBAP) report changes in simulation has been postponed due to market demand.
As announced in Eurex Clearing circular 069/22, the dates for the activation of this functionality are:
The Value Based Average Pricing (VBAP) functionality will be introduced with C7 Release 9.1 in production on 22 May 2023, and in simulation with C7 Release 9.0 on the 28 October 2022 in order to provide Clearing Members and ISVs more development and testing time.
Whilst GUI and FIXML changes will be activated in simulation, as planned, on 28 October 2022 for those Clearing participants who wish to test the functionality, the respective report changes will take place with the start of simulation of C7 9.1 software in March 2023.
All Value Based Average Pricing (VBAP) related documentation is available on our dedicated initiatives page under the following path:
Support > Initiatives > C7 Releases > C7 Release 9.0 > System Documentation
Learn now more about C7 Release 9.0 on our dedicated initiative page under the following link: Support > Initiatives & Releases > C7 Releases > C7 Release 9.0. System documentation, circulars, timeline and much more information will be available there for you.
If you have questions or comments, please contact your Clearing Key Account Manager or send an e-mail to client.services@eurex.com.
Kind regards,
Your Client Services Team
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Recipients: | All Clearing Members, FCM Clearing Members, ISA Direct Clearing Members, Disclosed Direct Clients and FCM Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration | |
Related Circular: | Eurex Clearing circular 069/22 | |
Contact: | ||
Web: | Support > Initiatives > C7 Releases > C7 Release 9.0 |
