Eurex Clearing
Dear Clearing Member,
As announced in Eurex Clearing Circular 078/21, the “Next Generation ETD Contracts” project will provide a full-scope Eurex simulation environment starting end of January 2022 (with software updates for C7 and Prisma).
Eurex will enhance the level concept for all Eurex Clearing Members and Trading Participants by switching the Contract Validation mapped to their Member ID in simulation to “Level 2” (LVL2) (i.e. Contract Date or Expiration Date = YYYY MM DD).
By updating the Contract Validation to LVL2, Participants will have access to sub-monthly contracts in the Eurex simulation environment.
To provide sufficient testing opportunities during the five-months lasting Next Generation ETD Contracts Member Simulation, Eurex will introduce sub-monthly expiring contracts in two activation waves.
The first activation wave (including contracts for all three NextGen business initiatives) will be performed in February 2022 and the second activation wave will be executed in May 2022. Activation of sub-monthly expiring contracts will take place in selected and already existing products which will be equipped with sub-monthly contract creation cycles.
Activation of sub-monthly expiring contracts – wave 1 (T7 Release 10.0, C7 Release 8.1 and Prisma Release 11.1A)
Activation date | Contracts | |
09 Feb 2022 | Integration of all weekly expiring contracts in option NOA3 | |
11 Feb 2022 | Daily expiring contracts in SSF AXAP, BAYP, NOAE | |
18 Feb 2022 | Daily expiring contracts in MSCI Futures FMEA, FMWN |
Activation of sub-monthly expiring contracts – wave 2 (T7 Release 10.1, C7 Release 8.1 and Prisma Release 11.1A)
Activation date | Contracts | |
DD May 2022 | Daily expiring contracts in MSCI Futures FMWO, FMJP, FMEF | |
DD+2 May 2022 | Integration of all weekly expiring contracts in option OESX | |
DD+7 May 2022 | Daily expiring contracts in SSF ADSP, BMWP, ROGP, UBSP |
Eurex encourages all Members to prepare and to make the necessary adjustments with respect to Reports, GUIs and interface changes. Please also be sure to take advantage of the full scope simulation by testing your full end-to-end processes.
System documentation, circulars, timeline and much more information on C7 Release 8.1, Prisma 11.1 A and Next Generation ETD contracts are available for you on the Eurex Clearing website www.eurex.com/ec-en/ on our dedicated initiatives pages and location:
Support > Initiatives & Releases > C7 Releases > C7 Release 8.1
Support > Initiatives & Releases > Project Readiness > Next Generation ETD Contracts
Support > Initiatives & Releases > Prisma Releases > Prisma Release 11.1A
If you have any further questions or comments, please send an e-mail to: client.services@eurex.com.
Kind regards,
Your Client Services Team
Visit the Next Generation ETD Contracts webpage for all your Clearing and Trading content!
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: |
