Eurex Clearing
1. Introduction
The bond margin parameters and collateral haircuts are part of a regular review process and will be updated by the end of 25 September 2023.
2. Required action
No specific actions are required.
3. Details of the initiative
The impacts on margins and collateral values were simulated and assessed to be mostly insignificant. In case of any significant changes, Clearing Members will be contacted directly.
Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.
Further information
Recipients: | All Clearing Members, ISA Direct Clearing Members, Disclosed Direct Clients, FCM Clearing Members of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice | |
Contact: | Risk Exposure Management, tel. +49-69-211-1 28 28, e-mail risk@eurex.com | |
Web: | www.eurex.com/ec-en/ | |
Authorized by: | Dmitrij Senko |
