Eurex Repo Market
02 Aug 2024

Eurex Repo

Extension of fixed and open repos trade tenors and other items as of 19 August 2024

Eurex Repo Circular 03/24 Extension of fixed and open repos trade tenors and other items as of 19 August 2024

1. Introduction

Please be informed that the legally binding Eurex Repo documents specified below have been amended.  

Effective date: 19 August 2024

2. Required action

Eurex Repo Participants will need to review their internal operational processes due to the following changes in the attached legally binding documents.

3. Details

A. Eurex Repo Basket Specifications

  • Extending trade tenors for fixed and open repos: the maximum calendar days from Trade Date until Front Leg (Forward Repo) will be changed to 1094 days and the maximum repo tenor from Trade Date until Term Leg will be changed to 1095 calendar days.

B. Eurex Repo Terms and Conditions

  • Simplifying described reuse options.

Attachments: 

  • 1 – Amended sections of the Basket Specifications for Repo Transactions of Eurex Repo GmbH
  • 2 – Amended sections of the Terms and Conditions for Participation and Trading on Eurex Repo GmbH


Further information

Recipients:

All Trading Participants of Eurex Repo and Vendors

Target groups:

Front Office/Trading, IT/System Administration

Contact:

repo.sales@eurex.com

Web:

www.eurex.com

Authorized by:

Frank Gast, Matthias Graulich

Market Status

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