Eurex Clearing
Dear Clearing Member,
With this Newsflash, Eurex Clearing wants to draw your attention to the possibility to test the upcoming expiration (SEP21) of Eurex Fixed Income Futures contracts.
The C7 positions will result in deliverable bonds which are available in the C7 SCS simulation environment. With the following Eurex Fixed Income Futures expiring in C7 simulation on 2 September 2021, the C7 SCS processing for bonds delivery can be tested, offering securities clearing and settlement in simulation either with a settlement simulator or with a direct end-to-end (E2E) connection at CBF/T2S:
EUREX/ | EUREX/ | Deliverable bond | Settlement | |||
CONF | CONF SEP21 | CH0440081393 | Simulator | |||
FGBL | FGBL SEP21 | DE0001030708 | Simulator | |||
FGBM | FGBM SEP21 | DE0001102408 | Simulator | |||
FGBS | FGBS SEP21 | DE0001102325 | E2E supported with CBF | |||
FGBX | FGBX SEP21 | DE0001102481 | Simulator | |||
FOAT | FOAT SEP21 | FR0013516549 | Simulator | |||
FBON | FBON SEP21 | ES0000012G34 | Simulator | |||
FBTM | FBTM SEP21 | IT0004735152 | Simulator | |||
FBTS | FBTS SEP21 | IT0005001547 | E2E supported with CBF |
Please also be aware that the Eurex T7 order entry must be made in order to create C7 positions in simulation before the expiration date, and the respective deliverable bond has to be notified/allocated in order to create a physical delivery in the deliverable bond ISINs listed above.
For the purposes of this test, two ISINs from the table above have been newly added among the scope ISINs for C7 SCS Release 1.0 simulation. Accordingly, the updated ISIN list can be found on the Initiatives Page under Support > Initiatives & Releases > C7 SCS Releases > C7 SCS Release 1.0 > System Documentation > Functional Manuals > Eurex Clearing - C7 SCS Member Simulation Guide – Attachment with Focus Day description and ISIN list (XLSX).
Learn now more about C7 SCS Release 1.0 on our dedicated initiative page under the following link: Support > Initiatives & Releases > C7 SCS Releases > C7 SCS Release 1.0. System documentation, circulars, timeline and much more information are available there for you.
If you have any further questions or comments, please send an e-mail to client.services@eurex.com.
Kind regards,
Your Client Services Team
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Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Back Office, IT/System Administration, Auditing/Security Coordination | |
Contact: | client.services@eurex.com | |
Web: | Support > Initiatives & Releases > C7 SCS Releases > C7 SCS Release 1.0 |
