Publications
10 Nov 2017

Eurex Clearing

Amendments to the Clearing Conditions of Eurex Clearing AG

This circular contains information with respect to Eurex Clearing AG (Eurex Clearing)’s service offering and corresponding amendments to the Clearing Conditions of Eurex Clearing AG (Clearing Conditions) for preparation of EurexOTC Clear Release 8.0. This includes the following topics:

  1. Amendments due to requirements according to MiFID II/MiFIR (RTS26)
  2. Enabling of netting/accumulation between ISDA Interest Rate Derivative Transactions and
    DRV Interest Rate Derivative Transactions (German Master Agreement)
  3. Decommissioning of the maximum period length of long Stub Periods for fixed rate payments

The amended sections of the Clearing Conditions, as decided by the Executive Board of Eurex Clearing, are attached to this circular.

The amendments will come into effect on 4 December 2017.